Pages that link to "Item:Q658638"
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The following pages link to Large traders and illiquid options: hedging vs. manipulation (Q658638):
Displaying 10 items.
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- Influence of big traders on the stock market: theory and simulation (Q692088) (← links)
- Perfect option hedging for a large trader (Q1381307) (← links)
- Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes (Q1630424) (← links)
- No-arbitrage commodity option pricing with market manipulation (Q2190069) (← links)
- Optimal consumption and investment for a large investor: an intensity-based control framework (Q2851560) (← links)
- On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)