Perfect hedging under endogenous permanent market impacts
Crossref DOI link: https://doi.org/10.1007/s00780-017-0352-4
Published Online: 2017-11-14
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fukasawa, Masaaki
Stadje, Mitja
License valid from 2017-11-14