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"Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders."

Álvaro Cartea, Luhui Gan, Sebastian Jaimungal (2019)

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DOI: 10.1137/18M1192706

access: closed

type: Journal Article

metadata version: 2019-11-07

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  - journals/siamfm/CarteaGJ19
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  - https://dblp.org/rec/journals/siamfm/CarteaGJ19
Álvaro Cartea, Luhui Gan, Sebastian Jaimungal:
Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders. SIAM J. Financial Math. 10(3): 790-814 (2019)

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