Financial markets with a large trader
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Publication:1704151
DOI10.1214/17-AAP1295zbMATH Open1408.91191MaRDI QIDQ1704151FDOQ1704151
Authors: Tilmann Blümmel, Thorsten Rheinländer 
Publication date: 8 March 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoap/1513328713
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Cited In (8)
- Hedging and Portfolio Optimization in Financial Markets with a Large Trader
- Influence of big traders on the stock market: theory and simulation
- An infinite-dimensional model of liquidity in financial markets
- Rogue traders
- Partial hedging in financial markets with a large agent
- Illiquid financial market models and absence of arbitrage
- Maximal trades
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies
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