Dual representation of superhedging costs in illiquid markets (Q1938969)

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Dual representation of superhedging costs in illiquid markets
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    Statements

    title
    Dual representation of superhedging costs in illiquid markets (English)
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    author
    Teemu Pennanen
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    publication date
    26 February 2013
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    zbMATH Keywords
    illiquidity
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    superhedging
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    convex duality
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    Identifiers

    zbMATH DE Number
    6139057
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