Pages that link to "Item:Q5435653"
From MaRDI portal
The following pages link to Large Investor Trading Impacts on Volatility (Q5435653):
Displaying 5 items.
- An optimal execution problem with market impact (Q457189) (← links)
- An introduction to mean field game theory (Q2223588) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION (Q3647613) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
