Pages that link to "Item:Q5283402"
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The following pages link to PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402):
Displaying 4 items.
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
