"Almost-sure hedging with permanent price impact."

Bruno Bouchard, Grégoire Loeper, Yiyi Zou (2016)

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DOI: 10.1007/S00780-016-0295-1

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/BouchardLZ16
Bruno Bouchard, Grégoire Loeper, Yiyi Zou:
Almost-sure hedging with permanent price impact. Finance Stochastics 20(3): 741-771 (2016)

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