Hedging in an illiquid binomial market - Research Collection

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Autor(in)

Datum

2014-04

Typ

Journal Article

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null Zitate in Scopus

ETH Bibliographie

yes

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Publikationsstatus

published

Externe Links

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

Zeitschrift / Serie

Nonlinear Analysis

Band

16

Seiten / Artikelnummer

1 - 16

Verlag

Pergamon

Organisationseinheit

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

Anmerkungen

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

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