Optimal design of derivatives in illiquid markets

Authors: Pauline Barrieu ^a; Nicole El Karoui ^b

Affiliations:	^a Laboratoire de Probabilits et Modles Alatoires, Universit Paris VI 4, Paris, Cdex 05, France
	^b Centre de Mathmatiques Appliques, Ecole Polytechnique, Palaiseau, Cdex, France

DOI: 10.1088/1469-7688/2/3/301

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 2, Issue 3 June 2002 , pages 181 - 188

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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