Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331)
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scientific article; zbMATH DE number 7826820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging with physical or cash settlement under transient multiplicative price impact |
scientific article; zbMATH DE number 7826820 |
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Hedging with physical or cash settlement under transient multiplicative price impact (English)
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2 April 2024
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transient price impact
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multiplicative impact
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hedging
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option settlement
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resilience
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viscosity solution
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geometric dynamical programming
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effective coordinates
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