Dual representation of superhedging costs in illiquid markets (Q1938969)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dual representation of superhedging costs in illiquid markets |
scientific article |
Statements
Dual representation of superhedging costs in illiquid markets (English)
0 references
26 February 2013
0 references
illiquidity
0 references
superhedging
0 references
convex duality
0 references
0 references
0 references
0 references