Hedge and Speculate: Replicating Option Payoffs with Limit...

SIAM Journal on Financial Mathematics 2019 / 01 Vol. 10; Iss. 3

Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders

Cartea, Álvaro, Gan, Luhui, Jaimungal, Sebastian
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Volume:
10
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/18M1192706
Date:
January, 2019
File:
PDF, 950 KB
english, 2019
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