Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Linear vector optimization and European option pricing under
  proportional transaction costs   A method for pricing and superhedging European options under proportional
transaction costs based on linear vector optimisation and geometric duality
developed by Lohne & Rudloff (2014) is compared to a special case of the
algorithms for American type derivatives due to Roux & Zastawniak (2014). An
equivalence between these two approaches is established by means of a general
result linking the support function of the upper image of a linear vector
optimisation problem with the lower image of the dual linear optimisation
problem.

33
The categories of this paper are: plasm-ph
4
The categories of this paper are: cond-mat
28
The categories of this paper are: alg-geom
34
The categories of this paper are: chem-ph
7
The categories of this paper are: hep-th
16
The categories of this paper are: stat
25
The categories of this paper are: patt-sol
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
30
The categories of this paper are: q-alg
37
The categories of this paper are: supr-con
35
The categories of this paper are: mtrl-th
15
The categories of this paper are: nucl-ex
27
The categories of this paper are: comp-gas
13
The categories of this paper are: quant-ph