If you made any changes in Pure these will be visible here soon.

Research Output 2003 2019

Filter
Chapter (Book)
2017

Option Pricing and Hedging with Liquidity Costs and Market Impact

Abergel, F. & Loeper, G., 2017, Econophysics and Sociophysics: Recent Progress and Future Directions. Abergel, F., Aoyama, H., Chakrabarti, B. K., Chakraborti, A., Deo, N., Raina, D. & Vodenska, I. (eds.). Cham Switzerland: Springer, p. 19-40 22 p. (New Economic Windows; vol. 6901).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review