Pages that link to "Item:Q748319"

The following pages link to A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319):

Displaying 19 items.

• Superreplication when trading at market indifference prices (Q261922) (← links)
• The stochastic field of aggregate utilities and its saddle conjugate (Q492162) (← links)
• Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
• Asset market equilibrium with liquidity risk (Q1648910) (← links)
• Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
• Liquidity risk and the term structure of interest rates (Q2018551) (← links)
• American options in a non-linear incomplete market model with default (Q2239267) (← links)
• An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
• A dynamic model of the limit order book (Q2284921) (← links)
• A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125) (← links)
• Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
• Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474) (← links)
• Hedging in an illiquid binomial market (Q2510779) (← links)
• Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
• Game Options in an Imperfect Market with Default (Q4607043) (← links)
• American options in an imperfect complete market with default (Q4615505) (← links)
• Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
• Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
• Dynamic trading volume (Q6497100) (← links)