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General Black-Scholes models accounting for increased market volatility from hedging strategies

, and . Applied Mathematical Finance, 5 (1): 45--82 (1998)

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Market Influence of Portfolio Optimizers, and . Applied Mathematical Finance, 15 (1): 21--40 (2008)A Forward-backward Algorithm for Stochastic Control Problems - Using the Stochastic Maximum Principle as an Alternative to Dynamic Programming., , , and . ICORES, page 83-89. SciTePress, (2012)Application of time-reversal with MMSE equalizer to UWB communications., , , , and . GLOBECOM, page 3123-3127. IEEE, (2004)General Black-Scholes models accounting for increased market volatility from hedging strategies, and . Applied Mathematical Finance, 5 (1): 45--82 (1998)Passive imaging with cross correlations in a discrete random medium., , and . Computational Imaging, volume 7533 of SPIE Proceedings, page 75330. IS&T/SPIE, (2010)Singular Perturbations in Option Pricing., , , and . SIAM J. Appl. Math., 63 (5): 1648-1665 (2003)Generalized Correlation-Based Imaging for Satellites., , and . SIAM J. Imaging Sci., 13 (3): 1331-1366 (2020)Performance of Correlation-Based Imaging with a Bistatic Configuration Toward Resilient Multistatic Imaging of Space Debris., , , , and . IGARSS, page 2707-2710. IEEE, (2021)One-bit Time Reversal for WLAN Applications., and . PIMRC, page 532-536. IEEE, (2005)Interference limited broadcast: Role of interferer geometry., , , and . ISIT, page 757-761. IEEE, (2008)