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You searched for: Date 2020 Journal Mathematical finance- 332 55
- Business mathematics -- Periodicals 55
- arbitrage -- derivative demand -- derivative pricing -- inventory‐based model -- large investors -- market‐making -- price impact 2
- asymptotic expansion -- homogenization -- nonlinear price impact portfolio choice -- viscosity solutions 2
- bilateral contracts -- BSDEs -- funding benefits -- Malliavin calculus -- nonlinear markets -- AMS subject classifications: 60H07 -- 91G20 -- 91G40 2
- central limit theorems -- discretization error -- hedging error -- Itô integral -- Malliavin calculus -- variance swaps 2
- conditional value‐at‐risk -- distributionally robust optimization -- risk sharing -- value‐at‐risk 2
- credit risk -- default risk -- exchangeable Bernoulli distributions -- model risk -- risk measures 2
- curse of dimensionality -- integro‐differential equations -- market making -- risk factor models -- stochastic optimal control 2
- demand response models -- electricity markets -- mean–field games with common noise -- McKean–Vlasov controlled SDEs -- moral hazard 2