Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440)
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scientific article; zbMATH DE number 6260389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free interval and dynamic hedging in an illiquid market |
scientific article; zbMATH DE number 6260389 |
Statements
Arbitrage-free interval and dynamic hedging in an illiquid market (English)
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20 February 2014
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liquidity modeling
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liquidity costs
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arbitrage-free interval
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modified hedges
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