Pages that link to "Item:Q1684699"
From MaRDI portal
The following pages link to Option pricing for a large trader with price impact and liquidity costs (Q1684699):
Displaying 12 items.
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- Large investor trading impacts on volatility (Q1002773) (← links)
- Perfect option hedging for a large trader (Q1381307) (← links)
- Pricing in an equilibrium based model for a large investor (Q1932553) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Option pricing in a CEV model with liquidity costs (Q3178199) (← links)
- Option pricing for large agents (Q4483613) (← links)