Dual representation of superhedging costs in illiquid markets (Q1938969): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual representation of superhedging costs in illiquid markets |
scientific article |
Statements
Dual representation of superhedging costs in illiquid markets (English)
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26 February 2013
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illiquidity
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superhedging
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convex duality
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