Hedging and Pricing Illiquid Options with Market Impacts
Year of publication: |
2016
|
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Authors: | Saito, Taiga |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 4, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2511808 [DOI] |
Classification: | D40 - Market Structure and Pricing. General ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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