Hedging and pricing illiquid options with market impacts
Year of publication: |
June-September 2017
|
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Authors: | Saito, Taiga |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 4.2017, 2/3, p. 1-37
|
Subject: | Incomplete market | derivatives pricing | market impact | Derivat | Derivative | Hedging | Unvollkommener Markt | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
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