Convex duality in optimal investment and contingent claim valuation in illiquid markets
Crossref DOI link: https://doi.org/10.1007/s00780-018-0372-8
Published Online: 2018-09-07
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pennanen, Teemu
Perkkiƶ, Ari-Pekka
Text and Data Mining valid from 2018-09-07
Article History
Received: 27 January 2017
Accepted: 10 July 2018
First Online: 7 September 2018