Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact
Year of publication: |
2021
|
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Authors: | Ekren, Ibrahim ; Nadtochiy, Sergey |
Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2021, 1 (26.07.), p. 172-225
|
Publisher: |
Wiley |
Saved in:
Online Resource
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