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International journal of financial engineering
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Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
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Self-financing strategy expression in general shape limit order book with market impacts in continuous time
Saito, Taiga
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011403204
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