Frédéric Abergel, Gregoire Loeper. Option Pricing and Hedging with Liquidity Costs and Market Impact.
International Workshop on Econophysics and Sociophysics - Recent Progress and Future Directions (Econophys), Jan 2017, Jawaharlal Nehru Univ, New Delhi, India.
⟨10.1007/978-3-319-47705-3_2⟩.
⟨hal-02402364⟩