Pages that link to "Item:Q4588841"

The following pages link to Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841):

Displaying 12 items.

• Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
• 2017 MATRIX annals (Q1755651) (← links)
• Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← 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)
• Market impact: a systematic study of the high frequency options market (Q5014173) (← links)
• Price impact on term structure (Q5068079) (← links)
• (Q5153851) (← links)
• Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
• Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
• Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)
• Interior second derivatives estimates for nonlinear diffusions (Q6160098) (← links)