Pages that link to "Item:Q2354892"
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The following pages link to Hedging, arbitrage and optimality with superlinear frictions (Q2354892):
Displayed 17 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Rebalancing multiple assets with mutual price impact (Q1626513) (← links)
- Sticky processes, local and true martingales (Q1708983) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Optimal long-term investment in illiquid markets when prices have negative memory (Q2064830) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- Trading Fractional Brownian Motion (Q4971980) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)