Dolinsky, Y. (2025). Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact.
Chicago Style (17th ed.) CitationDolinsky, Yan. Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact. 2025.
MLA (9th ed.) CitationDolinsky, Yan. Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact. 2025.
Warning: These citations may not always be 100% accurate.