Hedging in an illiquid binomial market - Research Collection

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Author

Date

2014-04

Type

Journal Article

Citations

Cited null times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.nonrwa.2013.09.001

Journal / series

Nonlinear Analysis

Volume

16

Pages / Article No.

1 - 16

Publisher

Pergamon

Organisational unit

03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
03658 - Schweizer, Martin / Schweizer, Martin

Notes

Received 23 October 2012, Accepted 2 September 2013, Available online 24 September 2013.

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Citations

Cited null times in Scopus

ETH Bibliography

yes

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