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Almost-sure hedging with permanent price impact - MaRDI portal

Almost-sure hedging with permanent price impact (Q309172)

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scientific article
Language Label Description Also known as
English
Almost-sure hedging with permanent price impact
scientific article

    Statements

    title
    Almost-sure hedging with permanent price impact (English)
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    author
    Bruno Bouchard
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    Grégoire Loeper
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    Yiyi Zou
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    publication date
    7 September 2016
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    zbMATH Keywords
    hedging
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    price impact
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    93E20
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    49L20
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    60H30
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    zbMATH DE Number
    6624317
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    OpenAlex ID
    W2156894747
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    arXiv ID
    1503.05475
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