Transaction costs preclude the construction of hedging strategies for general contingent claims. Leland introduced the concept of diffusion limits of hedging strategies in a small transaction cost ...
For Transactional replication, you can mix and match the supported versions as you like between Publishers and Subscribers. The Publisher can be SQL 2000 with SQL 2005 and SQL 2008 Subscribers or a ...
We study the problem of super-replication for game options under proportional transaction costs. We consider a multidimensional continuous time model, in which the discounted stock price process ...
Asynchronous replication technology is the latest approach to providing fault tolerance for server and network storage. Unlike the replication technologies that preceded it, asynchronous technology ...
Today, at Sybase TechWave 2010 in Washington, D.C., Sybase, Inc., an SAP company, announced a new version of Sybase Replication Server, Sybase's database replication product, which supports change ...
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