Hedging of American options in illiquid markets with price impacts (Q5066293)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging of American options in illiquid markets with price impacts |
scientific article; zbMATH DE number 7499764
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging of American options in illiquid markets with price impacts |
scientific article; zbMATH DE number 7499764 |
Statements
HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (English)
0 references
29 March 2022
0 references
American options
0 references
hedging
0 references
price manipulation
0 references
liquidity risk
0 references
price impacts
0 references
0 references
0 references
0 references
0.8309935331344604
0 references
0.8095740675926208
0 references
0.8068556189537048
0 references
0.7889534831047058
0 references
0.7718302607536316
0 references
