Hedging of American options in illiquid markets with price impacts (Q5066293)
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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)
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29 March 2022
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American options
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hedging
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price manipulation
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liquidity risk
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price impacts
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0.8309935331344604
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0.8095740675926208
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0.8068556189537048
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0.7889534831047058
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0.7718302607536316
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