Tianhui Michael Li
- Option Hedging with Smooth Market Impact
2016/06/01 by Robert Almgren, Tianhui Michael Li · 54 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Financial Markets and Investment Strategies #Capital Investment and Risk Analysis #Hedge #Position (finance) #Black–Scholes model #Econometrics #Call option #Offset (computer science) #Economics #Mathematics #Financial economics #Computer science #Finance #Volatility (finance)