Pages that link to "Item:Q6078432"
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The following pages link to Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432):
Displaying 3 items.
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)