Pages that link to "Item:Q1381307"
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The following pages link to Perfect option hedging for a large trader (Q1381307):
Displayed 17 items.
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
- THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) (← links)
- Calibration of a nonlinear feedback option pricing model (Q3439871) (← links)
- MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
- Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
- Modeling stock pinning (Q3605241) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- Option pricing for large agents (Q4483613) (← links)
- High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
- AN EQUILIBRIUM-BASED MODEL OF STOCK-PINNING (Q5297238) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) (← links)
- INFORMED OPPORTUNISTIC TRADING AND PRICE OPTIMAL CONTROL (Q5696840) (← links)