The Feedback Effect of Hedging in Illiquid Markets
- 期刊名称SIAM Journal on Applied Mathematics
- 作者Philipp J. Schönbucher and Paul Wilmott
- 卷第61卷
- 期第1期
- 印刷ISSN0036-1399
- 文件大小4921.04KB
- 发表时间2000-0607
- DOI10.2307/3061867
- 页码232-272
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