Optimal investment, derivative demand, and arbitrage under price impact
Year of publication: |
2020
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---|---|
Authors: | Anthropelos, Michail ; Robertson, Scott ; Spiliopoulos, Konstantinos |
Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 31.2020, 1 (22.06.), p. 3-35
|
Publisher: |
Wiley |
Saved in:
Online Resource
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