The following pages link to Alexandre F. Roch (Q483926):
Displaying 16 items.
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type (Q609727) (← links)
- (Q1744205) (redirect page) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Liquidity risk and the term structure of interest rates (Q2018551) (← links)
- Optimal dividend and capital structure with debt covenants (Q2025293) (← links)
- Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
- Optimal exit strategies for investment projects (Q2512665) (← links)
- OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
- RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- Liquidity Models in Continuous and Discrete Time (Q5198566) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
- Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound (Q6732981) (← links)
