Pages that link to "Item:Q309172"
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The following pages link to Almost-sure hedging with permanent price impact (Q309172):
Displaying 14 items.
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- 2017 MATRIX annals (Q1755651) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- Price impact on term structure (Q5068079) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)
- Interior second derivatives estimates for nonlinear diffusions (Q6160098) (← links)
