10-13 Jan 2017 Paris (France)
When Almgren Chriss meet Black Scholes : delta hedging derivatives under market impact
Jiang Pu  1  
1 : Unknown

When Almgren Chriss meet Black Scholes : delta hedging derivatives under market impact

Subject : : Invited talk in a mini-symposium
Topics : Practitioners
  • Presentation
Online user: 1