Pages that link to "Item:Q956485"
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The following pages link to Option pricing with an illiquid underlying asset market (Q956485):
Displaying 36 items.
- Almost-sure hedging with permanent price impact (Q309172) (← links)
- Portfolio choice under transitory price impact (Q609848) (← links)
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Bayesian statistical inference for European options with stock liquidity (Q2156653) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
- On option pricing in illiquid markets with jumps (Q2449007) (← links)
- Monetary policy and sunspot fluctuations in the United States and the euro area (Q2843397) (← links)
- A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance (Q3075298) (← links)
- Option pricing in a CEV model with liquidity costs (Q3178199) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- Liquidity premium in the presence of stock market crises and background risk (Q4682995) (← links)
- (Q4999718) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects (Q5092641) (← links)
- Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
- Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model (Q5175480) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916) (← links)
- Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Option pricing with illiquidity during a high volatile period (Q6139713) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)
