Option pricing for large agents (Q4483613): Difference between revisions

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+Multiperiod security markets with differential information
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+Hedging options for a large investor and forward-backward SDE's
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+Q4399897
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+Perfect option hedging for a large trader
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+Martingales and stochastic integrals in the theory of continuous trading
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Q3342966
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+The Feedback Effect of Hedging in Illiquid Markets
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+General Black-Scholes models accounting for increased market volatility from hedging strategies
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