[New Economic Windows] Econophysics and Sociophysics: Recent Progress and Future Directions || Option Pricing and Hedging with Liquidity Costs and Market Impact
Abergel, Frédéric, Aoyama, Hideaki, Chakrabarti, Bikas K., Chakraborti, Anirban, Deo, Nivedita, Raina, Dhruv, Vodenska, IrenaVolume:
10.1007/97
Year:
2017
Language:
english
DOI:
10.1007/978-3-319-47705-3_2
File:
PDF, 279 KB
english, 2017