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THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING - MaRDI portal

THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737)

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English
THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
scientific article

    Statements

    title
    THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (English)
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    author
    L. C. G. Rogers
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    Surbjeet Singh
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    publication date
    15 October 2010
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    zbMATH Keywords
    liquidity
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    illiquidity
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    option pricing
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    hedging
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    price impact
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    Identifiers

    zbMATH DE Number
    5800696
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    OpenAlex ID
    W1573838050
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