✦ LIBER ✦

SUPERHEDGING IN ILLIQUID MARKETS

✍ Scribed by Teemu Pennanen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dual representation of superhedging cost

✍ Teemu Pennanen 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 241 KB

Curve following in illiquid markets

✍ Felix Naujokat; Nicholas Westray 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 412 KB

OPTIMAL TRADE EXECUTION IN ILLIQUID MARK

✍ Erhan Bayraktar; Michael Ludkovski 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 290 KB

Optimal sale strategies in illiquid mark

✍ Martin Dahlgren 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 334 KB

Arbitrage and deflators in illiquid mark

✍ Teemu Pennanen 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 592 KB

Optimal consumption policies in illiquid

✍ Alessandra Cretarola; Fausto Gozzi; Huyên Pham; Peter Tankov 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 709 KB