Pages that link to "Item:Q1617139"
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The following pages link to Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139):
Displayed 9 items.
- 2017 MATRIX annals (Q1755651) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- Market impact: a systematic study of the high frequency options market (Q5014173) (← links)
- Price impact on term structure (Q5068079) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Strategic Execution Trajectories (Q6040003) (← links)
- Kyle-back models with risk aversion and non-Gaussian beliefs (Q6138899) (← links)
- Interior second derivatives estimates for nonlinear diffusions (Q6160098) (← links)