CEREMADE
Zou Yiyi
Doctorant
Publications
Articles
Bouchard B., Loeper G., Zou Y. (2017), Hedging of covered options with linear market impact and gamma constraint, SIAM Journal on Control and Optimization, vol. 55, n°5, p. 3319–3348 
CEREMADE
Doctorant
Bouchard B., Loeper G., Zou Y. (2017), Hedging of covered options with linear market impact and gamma constraint, SIAM Journal on Control and Optimization, vol. 55, n°5, p. 3319–3348