Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
A requirement of any source language is to be rich in features and concise to use by the programmers. As a drawback, it is often too complex to analyse, causing research studies t...
We present a notion of -long ? -normal term for the typed lambda calculus with sums and prove, using Grothendieck logical relations, that every term is equivalent to one in norm...