Option pricing for a large trader with price impact and liquidity costs (Q1684699)
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scientific article; zbMATH DE number 6817530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for a large trader with price impact and liquidity costs |
scientific article; zbMATH DE number 6817530 |
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Option pricing for a large trader with price impact and liquidity costs (English)
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12 December 2017
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option pricing
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liquidity risk
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large trader
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price impact
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utility maximization
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0.8881195
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0.88657653
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0.88114566
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0.87916803
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0.87398005
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0.87332404
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0.8678514
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0.86585116
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