Dual representation of superhedging costs in illiquid markets

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Publication:1938969


DOI10.1007/s11579-012-0061-xzbMath1275.91063MaRDI QIDQ1938969

Teemu Pennanen

Publication date: 26 February 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-012-0061-x


91B24: Microeconomic theory (price theory and economic markets)


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