Dual representation of superhedging costs in illiquid markets (Q1938969)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dual representation of superhedging costs in illiquid markets |
scientific article; zbMATH DE number 6139057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual representation of superhedging costs in illiquid markets |
scientific article; zbMATH DE number 6139057 |
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
0 references
0.86907685
0 references
0.86666924
0 references
0 references
0.85911864
0 references
0.85355777
0 references
0 references
0.8504281
0 references
