Pages that link to "Item:Q4213033"
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The following pages link to On Feedback Effects from Hedging Derivatives (Q4213033):
Displayed 41 items.
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- Option pricing for a logstable asset price model (Q1596871) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- Pricing in an equilibrium based model for a large investor (Q1932553) (← links)
- Post-'87 crash fears in the S\&P 500 futures option market (Q1969818) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Hedging in an illiquid binomial market (Q2510779) (← links)
- Hedging costs for two large investors (Q3017913) (← links)
- MARKET POWER AND FEEDBACK EFFECTS FROM HEDGING DERIVATIVES (Q3022089) (← links)
- THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) (← links)
- A Feedback Model for the Financialization of Commodity Markets (Q3195109) (← links)
- Trader Behavior and its Effect on Asset Price Dynamics (Q3395725) (← links)
- MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
- Market Influence of Portfolio Optimizers (Q3502200) (← links)
- Modeling stock pinning (Q3605241) (← links)
- The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035) (← links)
- Technical trading and the volatility of exchange rates (Q4610247) (← links)
- Dilution, anti-dilution and corporate positions in options on the company's own stocks (Q4647286) (← links)
- OPTION PRICING WITH FEEDBACK EFFECTS (Q4653573) (← links)
- High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
- Spline approximation method to solve an option pricing problem (Q4899077) (← links)
- LIQUIDITY IN A BINOMIAL MARKET (Q4906530) (← links)
- (Q4999718) (← links)
- Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
- OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT (Q5283404) (← links)
- AN EQUILIBRIUM-BASED MODEL OF STOCK-PINNING (Q5297238) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) (← links)
- PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING (Q5488980) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)