Pages that link to "Item:Q1932553"
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The following pages link to Pricing in an equilibrium based model for a large investor (Q1932553):
Displaying 7 items.
- A system of quadratic BSDEs arising in a price impact model (Q292906) (← links)
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation (Q2168144) (← links)
- Density of the set of probability measures with the martingale representation property (Q2327953) (← links)
- Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474) (← links)
- Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094) (← links)
