Browsing by Author "Wang, Lihang"

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Dynamic Feedback Hedging by a Large Player: from Theory to Practical Implementation

Tan, Xiaolu; Wang, Lihang; Kalife, Aymeric (2011) Communication / Conférence
Dynamic hedging by a large player: From theory to practical implementation

Kalife, Aymeric; Tan, Xiaolu; Wang, Lihang (2012) Article accepté pour publication ou publié