default search action
"Hedging of Covered Options with Linear Market Impact and Gamma Constraint."
Bruno Bouchard, Grégoire Loeper, Yiyi Zou (2017)
- Bruno Bouchard, Grégoire Loeper, Yiyi Zou:
Hedging of Covered Options with Linear Market Impact and Gamma Constraint. SIAM J. Control. Optim. 55(5): 3319-3348 (2017)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.