OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT

By Olivier Guéant, Jiang Pu. 2013

63 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems

View Paper: https://www.semanticscholar.org/paper/97bd3013dd65c22ab0989d2af38d2b7aa1ff83d4