Hedging of American options in illiquid markets with price impacts
Year of publication: |
2022
|
---|---|
Authors: | Roch, Alexandre F. |
Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 25.2022, 1, Art.-No. 2250001, p. 1-29
|
Subject: | American options | hedging | liquidity risk | price impacts | price manipulation | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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