Large traders and illiquid options: hedging vs. manipulation (Q658638): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2011.06.001
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+W3124680661
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+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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+Consumption choice and asset pricing with a non-price-taking agent
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+Liquidity risk and arbitrage pricing theory
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+MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
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+Hedging options for a large investor and forward-backward SDE's
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+Publication:658638