Pages that link to "Item:Q6054406"
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The following pages link to Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406):
Displaying 5 items.
- A two-player portfolio tracking game (Q2675370) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Duality theory for exponential utility-based hedging in the Almgren-Chriss model (Q6500021) (← links)
- Optimal liquidation with high risk aversion and small linear price impact (Q6581912) (← links)
