Almost-sure hedging with permanent price impact

Bruno Bouchard1, Grégoire Loeper2, Yiyi Zou1
1CEREMADE, Université Paris Dauphine, and CREST-ENSAE, Place du Maréchal de Lattre de Tassigny, 75775, Paris cedex 16, France
2BNP-Paribas and FiQuant—Chaire de Finance Quantitative, Paris, France

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