Dual representation of superhedging costsin illiquid markets

Teemu Pennanen

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	233-248
Journal	MATHEMATICS AND FINANCIAL ECONOMICS
Issue number	5
Publication status	Published - 2012
MoE publication type	A1 Journal article-refereed

Keywords

@article{19a5d48212aa41cbb78cf440701f514f,

title = "Dual representation of superhedging costsin illiquid markets",

keywords = "dual, representation, superhedning, dual, representation, superhedning, dual, representation, superhedning",

author = "Teemu Pennanen",

year = "2012",

language = "English",

pages = "233--248",

journal = "MATHEMATICS AND FINANCIAL ECONOMICS",

issn = "1862-9679",

publisher = "Springer",

number = "5",

}

TY - JOUR

T1 - Dual representation of superhedging costsin illiquid markets

AU - Pennanen, Teemu

PY - 2012

Y1 - 2012

KW - dual

KW - representation

KW - superhedning

KW - dual

KW - representation

KW - superhedning

KW - dual

KW - representation

KW - superhedning

UR - http://www.springer.com/mathematics/quantitative+finance/journal/11579

M3 - Article

SN - 1862-9679

SP - 233

EP - 248

JO - MATHEMATICS AND FINANCIAL ECONOMICS

JF - MATHEMATICS AND FINANCIAL ECONOMICS

IS - 5

ER -