G Loeper (FiQuant)

Identifiers

No identifiers captured yet.

Papers (1)

1. Hedging of covered options with linear market impact and gamma constraint math.PR · 2015 · author #2

Mentions

No mention provenance yet.

Frequent Coauthors

• B Bouchard (CEREMADE) 1 shared papers
• Y Zou (CEREMADE) 1 shared papers