Pages that link to "Item:Q4464010"

The following pages link to Hedging and Portfolio Optimization in Financial Markets with a Large Trader (Q4464010):

Displayed 29 items.

• Option Replication in Discrete Time with Illiquidity (Q3176524) ‎ (← links)
• A Feedback Model for the Financialization of Commodity Markets (Q3195109) ‎ (← links)
• Liquidity Risk with Coherent Risk Measures (Q3424330) ‎ (← links)
• MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) ‎ (← links)
• ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) ‎ (← links)
• Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) ‎ (← links)
• Partial Hedging in Financial Markets with a Large Agent (Q3652701) ‎ (← links)
• LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) ‎ (← links)
• A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) ‎ (← links)
• KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) ‎ (← links)
• Nonlinear stochastic integration with a non-smooth family of integrators (Q4648575) ‎ (← links)
• LIQUIDITY IN A BINOMIAL MARKET (Q4906530) ‎ (← links)
• Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) ‎ (← links)
• Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) ‎ (← links)
• HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) ‎ (← links)
• (Q5153851) ‎ (← links)
• Optimal execution strategies in limit order books with general shape functions (Q5190130) ‎ (← links)
• Martingale decomposition of an <i>L</i>² space with nonlinear stochastic integrals (Q5205953) ‎ (← links)
• IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) ‎ (← links)
• OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT (Q5283404) ‎ (← links)
• Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk (Q5357776) ‎ (← links)
• Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) ‎ (← links)
• A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) ‎ (← links)
• Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) ‎ (← links)
• A market model with medium/long-term effects due to an insider (Q5746774) ‎ (← links)
• Liquidity in competitive dealer markets (Q6054365) ‎ (← links)
• Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) ‎ (← links)
• Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) ‎ (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) ‎ (← links)