Ludovic Moreau

Independent

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Trading with Small Price Impact

Mathematical Finance, Vol. 27, Issue 2, pp. 350-400, 2017
Number of pages: 51 Posted: 28 May 2020
Ludovic Moreau, Johannes Muhle-Karbe and H. Mete Soner
Independent, Imperial College London - Department of Mathematics and ETH Z├╝rich - Department of Mathematics
Downloads 0 (810,442)
Citation 4
  • Add to Cart

Abstract:

Loading...

price impact, portfolio choice, asymptotics, homogenization, viscosity solutions