Stadje, Mitja
- Perfect hedging under endogenous permanent market impacts
2017/02/05 by Masaaki Fukasawa, Fukasawa, Masaaki, Mitja Stadje +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications