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Chapter title |
Option Pricing and Hedging with Liquidity Costs and Market Impact
|
---|---|
Chapter number | 2 |
Book title |
Econophysics and Sociophysics: Recent Progress and Future Directions
|
Published by |
Springer, Cham, January 2017
|
DOI | 10.1007/978-3-319-47705-3_2 |
Book ISBNs |
978-3-31-947704-6, 978-3-31-947705-3
|
Authors |
F. Abergel, G. Loeper |