Scaling limits for super-replication with transient price impact (Q2174997)
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scientific article
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| English | Scaling limits for super-replication with transient price impact |
scientific article |
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Scaling limits for super-replication with transient price impact (English)
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27 April 2020
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binomial model
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liquidity
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scaling limit
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super-replication
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transient price impact
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0.858946681022644
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0.849265992641449
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0.8469080328941345
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0.8318911790847778
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0.8033416271209717
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