Pages that link to "Item:Q2339125"
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The following pages link to A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125):
Displaying 16 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- The stochastic field of aggregate utilities and its saddle conjugate (Q492162) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
- Asset market equilibrium with liquidity risk (Q1648910) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- A dynamic model of the limit order book (Q2284921) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- Hedging in an illiquid binomial market (Q2510779) (← links)
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
- A Feedback Model for the Financialization of Commodity Markets (Q3195109) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Dynamic trading volume (Q6497100) (← links)
