Pages that link to "Item:Q1381307"

The following pages link to Perfect option hedging for a large trader (Q1381307):

Displaying 50 items.

• Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
• Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
• Almost-sure hedging with permanent price impact (Q309172) (← links)
• Liquidity risk, price impacts and the replication problem (Q483927) (← links)
• Option hedging for small investors under liquidity costs (Q650751) (← links)
• Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
• Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335) (← links)
• Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
• Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
• Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
• Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
• Optimal liquidation under stochastic liquidity (Q1691443) (← links)
• Financial markets with a large trader (Q1704151) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
• Pricing in an equilibrium based model for a large investor (Q1932553) (← links)
• Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
• Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
• Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
• Hedging in an illiquid binomial market (Q2510779) (← links)
• Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
• Hedging derivatives with model error (Q2869976) (← links)
• Hedging costs for two large investors (Q3017913) (← links)
• Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366) (← links)
• THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) (← links)
• Option Replication in Discrete Time with Illiquidity (Q3176524) (← links)
• Calibration of a nonlinear feedback option pricing model (Q3439871) (← links)
• MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
• Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
• Modeling stock pinning (Q3605241) (← links)
• Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
• Option pricing for large agents (Q4483613) (← links)
• GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430) (← links)
• Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← 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)
• Option pricing: the reduced-form SDE model (Q5072126) (← links)
• Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
• (Q5153851) (← links)
• Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model (Q5175480) (← links)
• Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← 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)
• Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk (Q5357776) (← links)
• Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) (← links)