Pages that link to "Item:Q2707184"
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The following pages link to Market Volatility and Feedback Effects from Dynamic Hedging (Q2707184):
Displayed 50 items.
- Conditional distributions, exchangeable particle systems, and stochastic partial differential equations (Q405502) (← links)
- Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028) (← links)
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- Towards a self-consistent theory of volatility (Q864196) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- Mean field games (Q1000340) (← links)
- Large investor trading impacts on volatility (Q1002773) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
- Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- Nash competitive equilibria and two-period fund separation (Q1877824) (← links)
- Microfoundations for diffusion price processes (Q1932534) (← links)
- Pricing in an equilibrium based model for a large investor (Q1932553) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
- A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125) (← links)
- Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics (Q2452612) (← links)
- Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values (Q2466254) (← links)
- Matched asymptotic expansions in financial engineering (Q2501093) (← links)
- Hedging in an illiquid binomial market (Q2510779) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
- Illiquid financial market models and absence of arbitrage (Q2655603) (← links)
- On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (Q2905429) (← links)
- Symmetry Breaking for Black–Scholes Equations (Q2960054) (← links)
- Hedging costs for two large investors (Q3017913) (← links)
- MARKET POWER AND FEEDBACK EFFECTS FROM HEDGING DERIVATIVES (Q3022089) (← links)
- THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) (← links)
- A Feedback Model for the Financialization of Commodity Markets (Q3195109) (← links)
- Trader Behavior and its Effect on Asset Price Dynamics (Q3395725) (← links)
- Calibration of a nonlinear feedback option pricing model (Q3439871) (← links)
- EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (Q3444860) (← links)
- MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
- Market Influence of Portfolio Optimizers (Q3502200) (← links)
- Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
- Modeling stock pinning (Q3605241) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035) (← links)
- GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430) (← links)
- Technical trading and the volatility of exchange rates (Q4610247) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)