Pages that link to "Item:Q5435653"
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The following pages link to Large Investor Trading Impacts on Volatility (Q5435653):
Displaying 8 items.
- An optimal execution problem with market impact (Q457189) (← links)
- Financial markets with a large trader (Q1704151) (← 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)
- Institutional Investors and Stock Market Volatility (Q3401189) (← 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)
- Large stock price changes: volume or liquidity? (Q5475308) (← links)