Optimal investment, derivative demand, and arbitrage under price impact (Q6078431)
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scientific article; zbMATH DE number 7742852
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| English | Optimal investment, derivative demand, and arbitrage under price impact |
scientific article; zbMATH DE number 7742852 |
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Optimal investment, derivative demand, and arbitrage under price impact (English)
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27 September 2023
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arbitrage
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derivative demand
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derivative pricing
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inventory-based model
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large investors
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market-making
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price impact
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0.8031157851219177
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0.7984791398048401
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0.7810298204421997
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0.7805466055870056
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0.7803354859352112
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