Hedge and speculate: replicating option payoffs with limit and market orders (Q4971981)
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scientific article; zbMATH DE number 7135138
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| 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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0.7853452563285828
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0.7727633118629456
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0.7722927331924438
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0.7650612592697144
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0.7598538398742676
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