Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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Our data says that the document:

Gregoire, Loeper. (2016) Option pricing with linear market impact and non-linear Black and Scholes equations.
In: Papers. RePEc:arx:papers:1301.6252.

Full description at Econpapers

cites:

Frederic Abergel and Gregoire Loeper. Pricing and hedging contingent claims with liquidity costs and market impact. To appear in the proceedings of the International Workshop on Econophysics and Sociophysics, Springer, New Economic Window, 2016.

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