OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482): Difference between revisions

@@ Property / author @@
-David G. Hobson
@@ Property / author: David G. Hobson / rank @@
-Normal rank
@@ Property / author @@
+David G. Hobson
@@ Property / author: David G. Hobson / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2010.00455.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2126112535
@@ Property / OpenAlex ID: W2126112535 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal execution with nonlinear impact functions and trading-enhanced risk
+Normal rank
@@ Property / cites work @@
+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
+Normal rank
@@ Property / cites work @@
+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
+Normal rank
@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
@@ Property / cites work: Liquidity risk and arbitrage pricing theory / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Risk aversion and block exercise of executive stock options
+Normal rank
@@ Property / cites work @@
+Valuing the option to invest in an incomplete market
+Normal rank
@@ Property / cites work @@
+Perpetual American options in incomplete markets: the infinitely divisible case
+Normal rank
@@ Property / cites work @@
+Optimal stopping of the maximum process: a converse to the results of Peskir
+Normal rank
@@ Property / cites work @@
+ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
+Normal rank
@@ Property / cites work @@
+Optimal stopping of the maximum process: The maximality principle
+Normal rank
@@ Property / cites work @@
+Optimal exercise of executive stock options
@@ Property / cites work: Optimal exercise of executive stock options / rank @@
+Normal rank
@@ Property / cites work @@
+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3008482