Option Hedging with Smooth Market Impact
- 1 June 2016
- journal article
- research article
- Published by World Scientific Pub Co Pte Ltd in Market Microstructure and Liquidity
- Vol. 02 (01)
- https://doi.org/10.1142/s2382626616500027
Abstract
No abstract availableKeywords
Funding Information
- National Science Foundation (DGE-0646086)
- Fannie and John Hertz Foundation
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