Hedging costs for two large investors (Q3017913): Difference between revisions

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+https://doi.org/10.1080/17442508.2010.490299
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+W2160892898
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@@ Property / cites work @@
+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
@@ Property / cites work: Liquidity risk and arbitrage pricing theory / rank @@
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@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
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+A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
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+Hedging options for a large investor and forward-backward SDE's
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+Q4794153
@@ Property / cites work: Q4794153 / rank @@
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+Optional decompositions under constraints
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+Perfect option hedging for a large trader
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Q4368791
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+On Feedback Effects from Hedging Derivatives
@@ Property / cites work: On Feedback Effects from Hedging Derivatives / rank @@
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+On superhedging under delta constraints
@@ Property / cites work: On superhedging under delta constraints / rank @@
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+Dynamic programming for stochastic target problems and geometric flows
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+Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
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+Q4429139
@@ Property / cites work: Q4429139 / rank @@
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