Hedging with temporary price impact
METADATA ONLY
Loading...
Author / Producer
Date
2017-03
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
11 (2)
Pages / Article No.
215 - 239
Publisher
Springer
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Hedging; Illiquid markets; Portfolio tracking
Organisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Published online 6 October 2016. Also published by: http://arxiv.org/abs/1510.03223v1.