Pages that link to "Item:Q1776006"
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The following pages link to Liquidity risk and arbitrage pricing theory (Q1776006):
Displaying 25 items.
- Exact solutions and numerical simulation for Bakstein-Howison model (Q5076660) (← links)
- Life insurance surrender and liquidity risks (Q5079368) (← links)
- Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
- Optimal execution strategies in limit order books with general shape functions (Q5190130) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- Liquidity Models in Continuous and Discrete Time (Q5198566) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Martingale decomposition of an <i>L</i><sup>2</sup> space with nonlinear stochastic integrals (Q5205953) (← links)
- SINGULAR PERTURBATION EXPANSION FOR UTILITY MAXIMIZATION WITH ORDER-𝜖 QUADRATIC TRANSACTION COSTS (Q5207494) (← links)
- MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916) (← links)
- Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
- IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
- OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT (Q5283404) (← links)
- (Q5320321) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk (Q5357776) (← links)
- Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) (← links)
- Utility maximization in an illiquid market (Q5410805) (← links)
- A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590) (← links)
- On splitting-based numerical methods for nonlinear models of European options (Q5739578) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- Dynamic trading volume (Q6497100) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)
- Multivariate Hawkes-based models in limit order book: European and spread option pricing (Q6644185) (← links)