Pages that link to "Item:Q4464010"
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The following pages link to Hedging and Portfolio Optimization in Financial Markets with a Large Trader (Q4464010):
Displaying 50 items.
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Optimal portfolio selection under concave price impact (Q360368) (← links)
- The impact of quantitative easing on the US term structure of interest rates (Q475332) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- Modeling discrete stock price changes using a mixture of Poisson distributions (Q530377) (← links)
- Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) (← links)
- Foreign currency bubbles (Q539147) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) (← links)
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
- Portfolio insurance with liquidity risk (Q841847) (← links)
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- From discrete to continuous time evolutionary finance models (Q964562) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
- Asset market equilibrium with liquidity risk (Q1648910) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- Financial markets with a large trader (Q1704151) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Pricing in an equilibrium based model for a large investor (Q1932553) (← links)
- Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Liquidity risk and the term structure of interest rates (Q2018551) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Simplified stochastic calculus via semimartingale representations (Q2076652) (← links)
- Regression models for double discrete distributions (Q2089357) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Market selection of constant proportions investment strategies in continuous time (Q2267531) (← links)
- Dynamic instability in generic model of multi-assets markets (Q2270570) (← links)
- Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- Smooth investment (Q2397785) (← links)
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Small time path behavior of double stochastic integrals and applications to stochastic control (Q2496497) (← links)
- Hedging in an illiquid binomial market (Q2510779) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
