Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4392850455 / rank | |||
Normal rank | |||
Revision as of 09:47, 30 July 2024
scientific article; zbMATH DE number 7826820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging with physical or cash settlement under transient multiplicative price impact |
scientific article; zbMATH DE number 7826820 |
Statements
Hedging with physical or cash settlement under transient multiplicative price impact (English)
0 references
2 April 2024
0 references
transient price impact
0 references
multiplicative impact
0 references
hedging
0 references
option settlement
0 references
resilience
0 references
viscosity solution
0 references
geometric dynamical programming
0 references
effective coordinates
0 references
