Hedging of claims with physical delivery under convex transaction costs (Q3563690)
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scientific article; zbMATH DE number 5714645
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| English | Hedging of claims with physical delivery under convex transaction costs |
scientific article; zbMATH DE number 5714645 |
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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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0.8401644825935364
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0.8187411427497864
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0.8116165399551392
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