Hedging with temporary price impact
Metadata only
Autor(in)
Datum
2017-03Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Mathematics and Financial EconomicsBand
Seiten / Artikelnummer
Verlag
SpringerThema
Hedging; Illiquid markets; Portfolio trackingOrganisationseinheit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Anmerkungen
Published online 6 October 2016. Also published by: http://arxiv.org/abs/1510.03223v1.