OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET...

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Mathematical Finance 2015 / 09

OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT

Guéant, Olivier, Pu, Jiang
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Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12102
Date:
September, 2015
File:
PDF, 591 KB
english, 2015
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