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

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+MaRDI publication profile
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+https://doi.org/10.1080/1350486022000025471
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+W2054393413
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@@ Property / cites work @@
+Multiperiod security markets with differential information
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@@ Property / cites work @@
+Hedging options for a large investor and forward-backward SDE's
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@@ Property / cites work @@
+Q4399897
@@ Property / cites work: Q4399897 / rank @@
+Normal rank
@@ Property / cites work @@
+Perfect option hedging for a large trader
@@ Property / cites work: Perfect option hedging for a large trader / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
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@@ Property / cites work @@
+Arbitrage and equilibrium in economies with infinitely many commodities
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@@ Property / cites work @@
+Q3342966
@@ Property / cites work: Q3342966 / rank @@
+Normal rank
@@ Property / cites work @@
+The Feedback Effect of Hedging in Illiquid Markets
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@@ Property / cites work @@
+General Black-Scholes models accounting for increased market volatility from hedging strategies
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@@ links / mardi / name / links / mardi / name @@
+Publication:4483613