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- W3124294388 abstract "We consider an agent who takes a short position in a contingent claim and employs limit orders (LOs) and market orders (MOs) to trade in the underlying asset to maximize expected utility of termina..." @default.
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- W3124294388 date "2019-01-01" @default.
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- W3124294388 title "Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders" @default.
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- W3124294388 doi "https://doi.org/10.1137/18m1192706" @default.
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