A note on super-hedging for investor–producers

Article Properties
Cite
Nguyen Huu, Adrien. “A Note on Super-Hedging for investor–producers”. Mathematics and Financial Economics, vol. 7, no. 3, 2012, pp. 341-57, https://doi.org/10.1007/s11579-012-0080-7.
Nguyen Huu, A. (2012). A note on super-hedging for investor–producers. Mathematics and Financial Economics, 7(3), 341-357. https://doi.org/10.1007/s11579-012-0080-7
Nguyen Huu A. A note on super-hedging for investor–producers. Mathematics and Financial Economics. 2012;7(3):341-57.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
Refrences
Title Journal Journal Categories Citations Publication Date
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 17 2012
10.1142/S021902490900552X 2009
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence The Review of Financial Studies
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 97 2006
A super-replication theorem in Kabanov’s model of transaction costs Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 66 2006
On the closedness of sums of convex cones in $L^0$ and the robust no-arbitrage property Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 37 2003
Refrences Analysis
Category Category Repetition
Science: Mathematics3
Social Sciences: Economic theory. Demography: Economics as a science2
Science: Mathematics: Probabilities. Mathematical statistics1
Social Sciences: Finance1
Social Sciences: Statistics1
Social Sciences: Commerce: Business1
The category Science: Mathematics 3 is the most frequently represented among the references in this article. It primarily includes studies from Mathematische Annalen and The Annals of Applied Probability. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year