Conference Papers
Year : 2017
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https://centralesupelec.hal.science/hal-02861049
Submitted on : Monday, June 8, 2020-5:47:15 PM
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Frédéric Abergel, Gregoire Loeper. Pricing and Hedging Contingent Claims with Liquidity Costs and Market Impact. International Workshop on Econophysics and Sociophysics - Recent Progress and Future Directions (Econophys), Jan 2017, Jawaharlal Nehru Univ, New Delhi, India. ⟨hal-02861049⟩
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