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Bibliographic Details
Main Authors: Lepinette, Emmanuel, Omrani, Amal
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2503.02419
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author Lepinette, Emmanuel
Omrani, Amal
author_facet Lepinette, Emmanuel
Omrani, Amal
contents We propose a constructive framework for the super-hedging problem of a European contingent claim under proportional transaction costs in discrete time. Our main contribution is an explicit recursive scheme that computes both the super-hedging price and the corresponding optimal strategy without relying on martingale arguments. The method is based on convex duality and a distorted Legendre--Fenchel transform, ensuring both tractability and convexity of the value functions. A numerical implementation on real market data illustrates the practical relevance of the proposed approach.
format Preprint
id arxiv_https___arxiv_org_abs_2503_02419
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Explicit Recursive Construction of Super-Replication Prices under Proportional Transaction Costs
Lepinette, Emmanuel
Omrani, Amal
Mathematical Finance
60, 90-10, 90C15, 90C39, 90C25, 68
G.3
We propose a constructive framework for the super-hedging problem of a European contingent claim under proportional transaction costs in discrete time. Our main contribution is an explicit recursive scheme that computes both the super-hedging price and the corresponding optimal strategy without relying on martingale arguments. The method is based on convex duality and a distorted Legendre--Fenchel transform, ensuring both tractability and convexity of the value functions. A numerical implementation on real market data illustrates the practical relevance of the proposed approach.
title Explicit Recursive Construction of Super-Replication Prices under Proportional Transaction Costs
topic Mathematical Finance
60, 90-10, 90C15, 90C39, 90C25, 68
G.3
url https://arxiv.org/abs/2503.02419