Hedging with temporary price impact
Crossref DOI link: https://doi.org/10.1007/s11579-016-0178-4
Published Online: 2016-10-06
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bank, Peter
Soner, H. Mete
Voß, Moritz
Funding for this research was provided by:
Einstein Stiftung Berlin (“Game Options and Markets with Frictions”)
License valid from 2016-10-06