Pages that link to "Item:Q3446059"
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The following pages link to HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059):
Displaying 6 items.
- Almost-sure hedging with permanent price impact (Q309172) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)