Pricing and Hedging Contingent Claims with Liquidity Costs and Market Impact - Archive ouverte HAL Access content directly
Conference Papers Year : 2017

Pricing and Hedging Contingent Claims with Liquidity Costs and Market Impact

(1) , (2)
1
2
Not file

Dates and versions

hal-02861049 , version 1 (08-06-2020)

Identifiers

  • HAL Id : hal-02861049 , version 1

Cite

Frédéric Abergel, Gregoire Loeper. Pricing and Hedging Contingent Claims 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. ⟨hal-02861049⟩
18 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More