Dual representation of superhedging costs in illiquid markets
type: Item
instance of: scholarly article
title: Dual representation of superhedging costs in illiquid markets
zbMATH Open document ID: 1275.91063
author: Teemu Pennanen
published in: Mathematics and Financial Economics
publication date: 2013-02-26T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 6139057
zbMATH Keywords: illiquidity
zbMATH Keywords: superhedging
zbMATH Keywords: convex duality
MaRDI profile type: Publication
full work available at URL: s11579-012-0061-x
OpenAlex ID: W2028116748
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DOI: 10.1007/S11579-012-0061-X
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description: scientific article; zbMATH DE number 6139057