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Hedging nontradable risks with transaction costs and price impact - MaRDI portal

Hedging nontradable risks with transaction costs and price impact (Q5855943)

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scientific article; zbMATH DE number 7326770
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Hedging nontradable risks with transaction costs and price impact
scientific article; zbMATH DE number 7326770

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    Hedging nontradable risks with transaction costs and price impact (English)
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    23 March 2021
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    algorithmic trading
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    hedging
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    nontradable risk
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    price impact
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