The Feedback Effect of Hedging in Illiquid Markets
- 期刊名称SIAM Journal on Applied Mathematics
- 作者Wilmott, Paul; Schönbucher, Philipp J.
- 卷第61卷
- 期第1期
- 印刷ISSN0036-1399
- 电子ISSN1095-712X
- 文件大小868.16KB
- 发表时间2000-01
- DOI10.1137/s0036139996308534
- 页码232-272
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