On derivatives with illiquid underlying and market manipulation (Q3088325): Difference between revisions

@@ Property / cites work @@
+Optimal execution strategies in limit order books with general shape functions
+Normal rank
@@ Property / cites work @@
+Optimal execution with nonlinear impact functions and trading-enhanced risk
+Normal rank
@@ Property / cites work @@
+Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
+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 @@
+Stochastic differential games
@@ Property / cites work: Stochastic differential games / rank @@
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Price Manipulation and Quasi-Arbitrage
@@ Property / cites work: Price Manipulation and Quasi-Arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Large traders and illiquid options: hedging vs. manipulation
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential games and viscosity solutions of Isaacs equations
+Normal rank
@@ Property / cites work @@
+THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
+Normal rank
@@ Property / cites work @@
+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
+Normal rank
@@ Property / cites work @@
+The Feedback Effect of Hedging in Illiquid Markets
+Normal rank