Pages that link to "Item:Q483927"
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The following pages link to Liquidity risk, price impacts and the replication problem (Q483927):
Displayed 12 items.
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- A limit order book model for latency arbitrage (Q1938985) (← links)
- Liquidity risk and the term structure of interest rates (Q2018551) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
- Hedging in an illiquid binomial market (Q2510779) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)