default search action

combined dblp search
author search
venue search
publication search

ask others

"Convex duality in optimal investment and contingent claim valuation in ..."

Teemu Pennanen, Ari-Pekka Perkkiö (2018)

> Home

Details and statistics

DOI: 10.1007/S00780-018-0372-8

access: open

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/fs/PennanenP18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/PennanenP18
Teemu Pennanen, Ari-Pekka Perkkiö:
Convex duality in optimal investment and contingent claim valuation in illiquid markets. Finance Stochastics 22(4): 733-771 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.