검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
HEDGING OF COVERED OPTIONS WITH LINEAR MARKET IMPACT AND GAMMA CONSTRAINT Bouchard B, Loeper G, Zou YY SIAM Journal on Control and Optimization, 55(5), 3319, 2017 |
| 2 |
Remarks on the pricing of contingent claims under constraints Bensoussan A IEEE Transactions on Automatic Control, 49(3), 433, 2004 |