Pages that link to "Item:Q4464010"

The following pages link to Hedging and Portfolio Optimization in Financial Markets with a Large Trader (Q4464010):

Displayed 43 items.

• Duality and convergence for binomial markets with friction (Q354186) ‎ (← links)
• Optimal portfolio selection under concave price impact (Q360368) ‎ (← links)
• Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) ‎ (← links)
• Foreign currency bubbles (Q539147) ‎ (← links)
• Option hedging for small investors under liquidity costs (Q650751) ‎ (← links)
• Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) ‎ (← links)
• Large traders and illiquid options: hedging vs. manipulation (Q658638) ‎ (← links)
• Portfolio insurance with liquidity risk (Q841847) ‎ (← links)
• Option pricing with an illiquid underlying asset market (Q956485) ‎ (← links)
• From discrete to continuous time evolutionary finance models (Q964562) ‎ (← links)
• Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) ‎ (← links)
• Computation of estimates in segmented regression and a liquidity effect model (Q1020755) ‎ (← links)
• Pricing in an equilibrium based model for a large investor (Q1932553) ‎ (← links)
• Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) ‎ (← links)
• Dual formulation of second order target problems (Q1948690) ‎ (← links)
• Market selection of constant proportions investment strategies in continuous time (Q2267531) ‎ (← links)
• Dynamic instability in generic model of multi-assets markets (Q2270570) ‎ (← links)
• On viscosity solutions of path dependent PDEs (Q2438749) ‎ (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) ‎ (← links)
• Small time path behavior of double stochastic integrals and applications to stochastic control (Q2496497) ‎ (← links)
• The multi-dimensional super-replication problem under gamma constraints (Q2575852) ‎ (← links)
• No arbitrage conditions and liquidity (Q2642001) ‎ (← links)
• Illiquid financial market models and absence of arbitrage (Q2655603) ‎ (← links)
• OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK (Q2851560) ‎ (← links)
• A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES (Q2862512) ‎ (← links)
• Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) ‎ (← links)
• A liquidity-based model for asset price bubbles (Q2873554) ‎ (← links)
• A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS (Q2892980) ‎ (← links)
• OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) ‎ (← links)
• Hedging costs for two large investors (Q3017913) ‎ (← links)
• THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) ‎ (← links)
• Liquidity Risk with Coherent Risk Measures (Q3424330) ‎ (← links)
• MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) ‎ (← links)
• ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) ‎ (← links)
• Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) ‎ (← links)
• Partial Hedging in Financial Markets with a Large Agent (Q3652701) ‎ (← links)
• Nonlinear stochastic integration with a non-smooth family of integrators (Q4648575) ‎ (← links)
• LIQUIDITY IN A BINOMIAL MARKET (Q4906530) ‎ (← links)
• Optimal execution strategies in limit order books with general shape functions (Q5190130) ‎ (← links)
• Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) ‎ (← links)
• A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) ‎ (← links)
• Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) ‎ (← links)
• A market model with medium/long-term effects due to an insider (Q5746774) ‎ (← links)