@inproceedings{abergel:hal-02402364, TITLE = {{Option Pricing and Hedging with Liquidity Costs and Market Impact}}, AUTHOR = {Abergel, Fr{\'e}d{\'e}ric and Loeper, Gregoire}, URL = {https://centralesupelec.hal.science/hal-02402364}, BOOKTITLE = {{International Workshop on Econophysics and Sociophysics - Recent Progress and Future Directions (Econophys)}}, ADDRESS = {Jawaharlal Nehru Univ, New Delhi, India}, EDITOR = {Abergel, F and Aoyama, H and Chakrabarti, BK and Chakraborti, A and Deo, N and Raina, D and Vodenska, I}, PUBLISHER = {{SPRINGER INTERNATIONAL PUBLISHING AG}}, YEAR = {2017}, MONTH = Jan, DOI = {10.1007/978-3-319-47705-3\_2}, HAL_ID = {hal-02402364}, HAL_VERSION = {v1}, }