Pages that link to "Item:Q4588841"
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The following pages link to Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841):
Displayed 5 items.
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- 2017 MATRIX annals (Q1755651) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)