%0 Journal Article %1 journals/siamfm/CarteaGJ19 %A Cartea, Álvaro %A Gan, Luhui %A Jaimungal, Sebastian %D 2019 %J SIAM J. Financial Math. %K dblp %N 3 %P 790-814 %T Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm10.html#CarteaGJ19 %V 10

@article{journals/siamfm/CarteaGJ19, added-at = {2019-11-07T00:00:00.000+0100}, author = {Cartea, Álvaro and Gan, Luhui and Jaimungal, Sebastian}, biburl = {https://www.bibsonomy.org/bibtex/2a120621dd71ac1f51ffc894a853f5534/dblp}, ee = {https://doi.org/10.1137/18M1192706}, interhash = {87c355ac4ed060eea0a86436132e8154}, intrahash = {a120621dd71ac1f51ffc894a853f5534}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 3, pages = {790-814}, timestamp = {2019-11-08T11:45:21.000+0100}, title = {Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm10.html#CarteaGJ19}, volume = 10, year = 2019 }