Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convex duality in optimal investment and contingent claim valuation in illiquid markets
scientific article

    Statements

    Convex duality in optimal investment and contingent claim valuation in illiquid markets (English)
    0 references
    0 references
    0 references
    8 October 2018
    0 references
    0 references
    convex duality
    0 references
    optimal investment
    0 references
    valuation
    0 references
    illiquidity
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references