Dual representation of superhedging costs in illiquid markets (Q1938969): Difference between revisions

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Revision as of 05:18, 5 March 2024

scientific article
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Dual representation of superhedging costs in illiquid markets
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    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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