Option market making with hedging-induced market impact¶
Bibliographic record. Follow the original-source link for the publication.
| Field | Value |
|---|---|
| Topics | microstructure, execution_costs |
| Authors | Paulin Aubert, Etienne Chevalier, Vathana Ly Vath |
| Published | 2026-04-29 |
| Source | arXiv Quantitative Finance History |
| Identifiers | arxiv:2511.02518 |
| URL | Open original source |