Pricing in an equilibrium based model for a large investor (Q1932553): Difference between revisions

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+W2161355953
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+.3316
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+Liquidity and Asset Prices
@@ Property / cites work: Liquidity and Asset Prices / rank @@
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+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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+Liquidity risk and arbitrage pricing theory
@@ Property / cites work: Liquidity risk and arbitrage pricing theory / rank @@
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+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+Hedging options for a large investor and forward-backward SDE's
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+Over-the-Counter Markets
@@ Property / cites work: Over-the-Counter Markets / rank @@
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+Perfect option hedging for a large trader
@@ Property / cites work: Perfect option hedging for a large trader / rank @@
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Liquidity shocks and equilibrium liquidity premia.
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+On Feedback Effects from Hedging Derivatives
@@ Property / cites work: On Feedback Effects from Hedging Derivatives / rank @@
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