Almost-sure hedging with permanent price impact
Year of publication: |
July 2016
|
---|---|
Authors: | Bouchard, Bruno ; Loeper, Grégoire ; Zou, Yiyi |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 20.2016, 3, p. 741-771
|
Subject: | Hedging | Price impact | Theorie | Theory | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Preismanagement | Pricing strategy |
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