"Optimal investment and contingent claim valuation in illiquid markets."

Teemu Pennanen (2014)

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DOI: 10.1007/S00780-014-0240-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Teemu Pennanen:
Optimal investment and contingent claim valuation in illiquid markets. Finance Stochastics 18(4): 733-754 (2014)

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