✦ LIBER ✦

Dual representation of superhedging costs in illiquid markets

✍ Scribed by Teemu Pennanen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

SUPERHEDGING IN ILLIQUID MARKETS

✍ Teemu Pennanen 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 197 KB

The Feedback Effect of Hedging in Illiqu

✍ Wilmott, Paul; Schönbucher, Philipp J. 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 868 KB

An Anatomy of Price Dynamics in Illiquid

✍ Dennis R. Capozza; Patric H. Hendershott; Charlotte Mack 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 274 KB

The impact of market-specific public inf

✍ Christie-David, Rohan; Koch, Timothy W. 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 219 KB 👁 3 views

Models of Self-Financing Hedging Strateg

✍ Ljudmila A. Bordag; Anna Mikaelyan 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 296 KB

Conflicts of Interest and Market Illiqui

✍ Per Strömberg 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 975 KB