Pages that link to "Item:Q2170357"

The following pages link to Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357):

Displaying 2 items.

• A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
• Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)