SUPERHEDGING IN ILLIQUID MARKETS (Q3008489): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q110099318, #quickstatements; #temporary_batch_1707303357582 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SUPERHEDGING IN ILLIQUID MARKETS |
scientific article |
Statements
SUPERHEDGING IN ILLIQUID MARKETS (English)
0 references
16 June 2011
0 references
superhedging
0 references
illiquidity
0 references
claim process
0 references
premium process
0 references
stochastic term structure
0 references
no arbitrage conditions
0 references
sufficient closedness conditions
0 references
nonlinear market models
0 references
