Pages that link to "Item:Q318882"
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The following pages link to Optimal trade execution: a mean quadratic variation approach (Q318882):
Displaying 17 items.
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- Price manipulation in a market impact model with dark pool (Q5373912) (← links)
- Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
- Strategic Execution Trajectories (Q6040003) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)
- Optimal execution considering trading signal and execution risk simultaneously (Q6484196) (← links)
- A Stackelberg order execution game (Q6549606) (← links)
- Optimal order execution under price impact: a hybrid model (Q6549607) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
- Optimal trading and competition with information in the price impact model (Q6592284) (← links)
- Continuity problem for BSDE and IPDE with singular terminal condition (Q6640879) (← links)
- Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)
