SUPERHEDGING IN ILLIQUID MARKETS (Q3008489): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0807.2962 / rank | |||
Normal rank |
Revision as of 12:00, 19 April 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