scholarly journals Option pricing and hedging with execution costs and market impact

2016 ◽  
pp. 193-218
Keyword(s):  
Option Pricing ◽  
Market Impact ◽  
Execution Costs

scholarly journals OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT

2015 ◽  
Vol 27 (3) ◽  
pp. 803-831 ◽  
Author(s):  
Olivier Guéant ◽  
Jiang Pu
Keyword(s):  
Option Pricing ◽  
Market Impact ◽  
Execution Costs

Execution Costs: The Plan Sponsor’s View

1988 ◽  
Vol 1988 (3) ◽  
pp. 31-35
Author(s):  
Greta E. Marshall
Keyword(s):  
Execution Costs

On empirical likelihood option pricing

2017 ◽  
Vol 19 (5) ◽  
pp. 41-53
Author(s):  
Xiaolong Zhong ◽  
Jie Cao ◽  
Yong Jin ◽  
Wei Zheng
Keyword(s):  
Option Pricing ◽  
Empirical Likelihood
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