The following pages link to LIQUIDITY IN A BINOMIAL MARKET (Q4906530):
Displayed 14 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- Liquidity risk and the term structure of interest rates (Q2018551) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
- Merton problem in an infinite horizon and a discrete time with frictions (Q2358298) (← links)
- Hedging in an illiquid binomial market (Q2510779) (← links)
- RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513) (← links)
- Option Replication in Discrete Time with Illiquidity (Q3176524) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Utility maximization in an illiquid market (Q5410805) (← links)