Optimization of valuation and hedging models for financial options under liquidity constraints.

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Authors
  • BODIN Pierre anthony
  • PRIGENT Jean luc
  • BELLALAH Mondher
  • PRIGENT Jean luc
  • BELLALAH Makram
  • LEVYNE Olivier
Publication date
2014
Publication type
Thesis
Summary Optimization of valuation and hedging models for financial options under liquidity constraints.
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