Perfect hedging under endogenous permanent market impacts.

Masaaki Fukasawa Mitja Stadje

Published in: Finance Stochastics (2018)

Keyphrases

financial markets
option pricing
convertible bonds
stock price
stock market
market data
financial data
pricing model
black scholes
real world
financial crisis
trading strategies
market participants
raw material
transaction costs
exchange rate
decision support system
decision making
information systems