Optimal design of derivatives in illiquid markets
Authors:
Pauline Barrieu a;
Nicole El Karoui b
| Affiliations: | a Laboratoire de Probabilit s et Mod les Al atoires, Universit Paris VI 4, Paris, C dex 05, France |
b Centre de Math matiques Appliqu es, Ecole Polytechnique, Palaiseau, C dex, France |
DOI:
10.1088/1469-7688/2/3/301
Publication Frequency:
8 issues per year
Formats available:
PDF
(English)
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