Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981)
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scientific article; zbMATH DE number 7135138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders |
scientific article; zbMATH DE number 7135138 |
Statements
Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (English)
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22 November 2019
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optimal hedging
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market impact
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impulse control
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algorithmic trading
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high-frequency trading
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