Hedging with temporary price impact
Metadata only
Author
Date
2017-03Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Mathematics and Financial EconomicsVolume
Pages / Article No.
Publisher
SpringerSubject
Hedging; Illiquid markets; Portfolio trackingOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Published online 6 October 2016. Also published by: http://arxiv.org/abs/1510.03223v1.More
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