Hedging of Claims with Physical Delivery under Convex Transaction Costs (Q3563690)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of Claims with Physical Delivery under Convex Transaction Costs |
scientific article |
Statements
Hedging of Claims with Physical Delivery under Convex Transaction Costs (English)
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1 June 2010
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superhedging
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physical delivery
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illiquidity
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transaction costs
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convex duality
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