Hedging with temporary price impact

Mathematics and Financial Economics

Volumn 11, Issue 2, 2017, Pages 215-239

  Bank, Peter ^a   Soner, H Mete ^b,c   Voß, Moritz ^a  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

^b ETH ZURICH   (Switzerland)

^c SWISS FINANCE INSTITUTE   (Switzerland)

Author keywords

Hedging; Illiquid markets; Portfolio tracking

Indexed keywords

EID: 84990847952     PISSN: 18629679     EISSN: 18629660     Source Type: Journal    
DOI: 10.1007/s11579-016-0178-4     Document Type: Article

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