Almost-sure hedging with permanent price impact
Date
2016Link to item file
https://arxiv.org/abs/1503.05475v1Dewey
Probabilités et mathématiques appliquéesSujet
Hedging; price impactJEL code
G13; G12Journal issue
Finance and StochasticsVolume
20Number
3Publication date
2016Article pages
741-771Publisher
SpringerCollections
Metadata
Show full item recordAuthor
Bouchard, Bruno
Loeper, Grégoire
Zou, Yiyi