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Hedging in an illiquid binomial market
Selim Gökay,
Halil Mete Soner
Research output
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Contribution to journal
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Article
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peer-review
2
Scopus citations
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Mathematics
Hedging
100%
Market
78%
Strategy
54%
Value Function
22%
Optimal Strategy
17%
Superreplication
12%
Liquidity
12%
Minimise
12%
Barrier Options
11%
Dynamic Programming Principle
10%
European Options
10%
Minimizer
7%
Performance
4%
Business & Economics
Hedging
70%
Value Function
27%
Optimal Strategy
17%
Superreplication
13%
Barrier Options
11%
European Options
10%
Hedging Strategies
9%
Dynamic Programming
8%
Wealth
6%
Performance
3%
Engineering & Materials Science
Feedback
32%
Dynamic programming
25%