Pages that link to "Item:Q658638"
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The following pages link to Large traders and illiquid options: hedging vs. manipulation (Q658638):
Displaying 5 items.
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK (Q2851560) (← links)
- On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)