Large investor trading impacts on volatility

Lecture Notes in Mathematics

Volumn 1919, Issue , 2007, Pages 173-190

  Lions, Pierre Louis ^a,b   Lasry, Jean Michel ^c  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b l'alimentation et l'Environnement   (France)

^c CALYON   (France)

Author keywords

Large investor impact; Liquidation value; Stochastic control; Utility pricing

Indexed keywords

EID: 34547861661     PISSN: 00758434     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-540-73327-0_4     Document Type: Article

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