Dual representation of superhedging costs in illiquid markets (Q1938969): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11579-012-0061-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2028116748 / rank | |||
Normal rank | |||
Revision as of 23:01, 19 March 2024
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)
0 references
26 February 2013
0 references
illiquidity
0 references
superhedging
0 references
convex duality
0 references
