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Optimal design of derivatives in illiquid markets  

Authors: Pauline Barrieu a; Nicole El Karoui b
Affiliations:   a Laboratoire de Probabiliteacutes et Modegraveles Aleacuteatoires, Universiteacute Paris VI 4, Paris, Ceacutedex 05, France
b Centre de Matheacutematiques Appliqueacutees, Ecole Polytechnique, Palaiseau, Ceacutedex, 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
Formats available: PDF (English)

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