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Optimal Execution of Derivatives: A Taylor Expansion Approach - MaRDI portal

Optimal Execution of Derivatives: A Taylor Expansion Approach (Q4593606)

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scientific article; zbMATH DE number 6811412
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Optimal Execution of Derivatives: A Taylor Expansion Approach
scientific article; zbMATH DE number 6811412

    Statements

    title
    Optimal Execution of Derivatives: A Taylor Expansion Approach (English)
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    author
    Yuemeng Sun
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    publication date
    22 November 2017
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    Identifiers

    zbMATH DE Number
    6811412
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    OpenAlex ID
    W169170826
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