Pages that link to "Item:Q1684699"
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The following pages link to Option pricing for a large trader with price impact and liquidity costs (Q1684699):
Displaying 4 items.
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
