Pages that link to "Item:Q2192738"
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The following pages link to Trading with small nonlinear price impact (Q2192738):
Displaying 6 items.
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
