Hedging with temporary price impact
Peter Bank, H. Mete Soner, Moritz Voß
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Bank, Peter ; Soner, Halil Mete ; Voß, Moritz |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 11.2017, 2, p. 215-239
|
| Subject: | Hedging | Illiquid markets | Portfolio tracking | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-016-0178-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011900542