Tuesday, December 09, 2008

Hedging under illiquidity - Pl. comment


1 Comments:

Blogger Dr Nikan Firoozye said...

please look to Cochrane-Saa Requejo and others on Good Deal Bounds. Lots more to be done but illiquidity is similar to lack of unique pricing measure and they bound option prices.

Monday, 2 September 2013 at 12:27:00 GMT+5:30  

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