Almost-sure hedging with permanent price impact (Q309172): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 93E20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49L20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H30 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6624317 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
hedging | |||
Property / zbMATH Keywords: hedging / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
price impact | |||
Property / zbMATH Keywords: price impact / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2156894747 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1503.05475 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 13:25, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Almost-sure hedging with permanent price impact |
scientific article |
Statements
Almost-sure hedging with permanent price impact (English)
0 references
7 September 2016
0 references
hedging
0 references
price impact
0 references