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- W2225540658 abstract "We introduce a general continuous‐time model for an illiquid financial market where the trades of a single large investor can move market prices. The model is specified in terms of parameter dependent semimartingales, and its mathematical analysis relies on the non‐linear integration theory of such semimartingale fami" @default.
- W2225540658 created "2016-06-24" @default.
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- W2225540658 date "2002-06-07" @default.
- W2225540658 modified "2023-09-27" @default.
- W2225540658 title "Hedging and Portfolio Optimization in Illiquid Financial Markets" @default.
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- W2225540658 doi "https://doi.org/10.18452/3499" @default.
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