Ctr for Quanti Fin & Invest Strategies

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2017 2017

Hedging of covered options with linear market impact and gamma constraint

Bouchard, B., Loeper, G. G. M. & Zou, Y. 2017 In : SIAM Journal on Control and Optimization. 55, 5, p. 3319-3348 30 p.

Research output: Research - peer-reviewArticle