SUPERHEDGING IN ILLIQUID MARKETS (Q3008489): Difference between revisions
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| Property / DOI: 10.1111/J.1467-9965.2010.00437.X / rank | |||
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Latest revision as of 09:45, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SUPERHEDGING IN ILLIQUID MARKETS |
scientific article |
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SUPERHEDGING IN ILLIQUID MARKETS (English)
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16 June 2011
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superhedging
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illiquidity
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claim process
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premium process
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stochastic term structure
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no arbitrage conditions
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sufficient closedness conditions
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nonlinear market models
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