SUPERHEDGING IN ILLIQUID MARKETS (Q3008489): Difference between revisions

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Latest revision as of 04:47, 4 July 2024

scientific article
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SUPERHEDGING IN ILLIQUID MARKETS
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    SUPERHEDGING IN ILLIQUID MARKETS (English)
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    16 June 2011
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    superhedging
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    illiquidity
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    claim process
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    premium process
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    stochastic term structure
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    no arbitrage conditions
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    sufficient closedness conditions
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    nonlinear market models
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