Pages that link to "Item:Q2354892"
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The following pages link to Hedging, arbitrage and optimality with superlinear frictions (Q2354892):
Displaying 4 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Rebalancing multiple assets with mutual price impact (Q1626513) (← links)
- Duality theory for exponential utility-based hedging in the Almgren-Chriss model (Q6500021) (← links)
