Pages that link to "Item:Q956485"
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The following pages link to Option pricing with an illiquid underlying asset market (Q956485):
Displaying 6 items.
- Almost-sure hedging with permanent price impact (Q309172) (← links)
- Portfolio choice under transitory price impact (Q609848) (← links)
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
