Option pricing and hedging with execution costs and market impact

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Bibliographische Detailangaben
Veröffentlicht in:Mathematical finance
1. Verfasser: Guéant, Olivier (VerfasserIn)
Weitere Verfasser: Pu, Jiang (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: July 2017
Schlagworte:
option pricing > option hedging > illiquid markets > optimal execution > stochastic optimal control > Aufsatz in Zeitschrift
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