RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145): Difference between revisions

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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
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+Optimal Timing to Purchase Options
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+THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
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+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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