Pages that link to "Item:Q3008482"
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The following pages link to OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482):
Displaying 14 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- Asset liquidity and the valuation of derivative securities (Q442747) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Partial liquidation under reference-dependent preferences (Q2308175) (← links)
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
- Optimal security liquidation algorithms (Q2574056) (← links)
- Portfolios of American options under general preferences: results and counterexamples (Q2875728) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- Optimal hedge fund portfolios under liquidation risk (Q2994854) (← links)
- Optimal Portfolio Liquidation with Distress Risk (Q3117328) (← links)
- (Q3415779) (← links)
- Optimal liquidation of a call spread (Q3578685) (← links)
- Optimal liquidation in dark pools (Q5245909) (← links)