Option pricing and hedging with execution costs and market impact (Q5283404)
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scientific article; zbMATH DE number 6751207
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing and hedging with execution costs and market impact |
scientific article; zbMATH DE number 6751207 |
Statements
OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT (English)
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21 July 2017
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option pricing
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option hedging
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illiquid markets
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optimal execution
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stochastic optimal control
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0.8592051267623901
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0.8262298703193665
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0.8234217166900635
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0.8217533826828003
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0.8156599998474121
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