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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English | Dual representation of superhedging costs in illiquid markets |
scientific article |
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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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