Dynamic hedging by a large player: From theory to practical implementation
Date
2012Dewey
Economie financièreSujet
Market liquidity risk; dynamic hedgingJEL code
G.G1.G10; G.G1.G12Journal issue
Neural, Parallel and Scientific ComputationsVolume
20Number
2Publication date
2012Article pages
191Publisher
Dynamic PublishersCollections
Metadata
Show full item recordAuthor
Kalife, Aymeric
1032 Dauphine Recherches en Management [DRM]
Tan, Xiaolu
Wang, Lihang