Pennanen, T., & Perkkiö, A. (2016). Convex duality in optimal investment and contingent claim valuation in illiquid markets. https://doi.org/10.48550/arxiv.1603.02867
Chicago Style (17th ed.) CitationPennanen, Teemu, and Ari-Pekka Perkkiö. Convex Duality in Optimal Investment and Contingent Claim Valuation in Illiquid Markets. 2016. https://doi.org/10.48550/arxiv.1603.02867.
MLA (9th ed.) CitationPennanen, Teemu, and Ari-Pekka Perkkiö. Convex Duality in Optimal Investment and Contingent Claim Valuation in Illiquid Markets. 2016. https://doi.org/10.48550/arxiv.1603.02867.
Warning: These citations may not always be 100% accurate.