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Approximate hedging for nonlinear transaction costs on the volume of traded assets |
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| Authors: | Romuald Elie Emmanuel Lépinette |
| Affiliation: | 1. LAMA, Université Paris-Est Marne-la-Vallée, 5 boulevard Descartes, 77454, Champs sur Marne, France 2. Ceremade, Université Paris Dauphine, Place du Maréchal De Lattre De Tassigny, 75775, Paris cedex 16, France 3. International Laboratory of Quantitative Finance, National Research University Higher School of Economics, Moscow, Russia |
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