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"Perfect hedging under endogenous permanent market impacts."

Masaaki Fukasawa, Mitja Stadje (2018)

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DOI: 10.1007/S00780-017-0352-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/FukasawaS18
Masaaki Fukasawa, Mitja Stadje:
Perfect hedging under endogenous permanent market impacts. Finance Stochastics 22(2): 417-442 (2018)

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