Pages that link to "Item:Q1676447"
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The following pages link to Asymptotic lower bounds for optimal tracking: a linear programming approach (Q1676447):
Displaying 16 items.
- Hedging with temporary price impact (Q513749) (← links)
- Closed-form recursive formula for an optimal tracker with terminal constraints (Q1068037) (← links)
- Asymptotic theory for a two-step pseudo-linear Doppler-bearing tracker (Q1351177) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- Asymptotic optimal tracking: feedback strategies (Q4584679) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
- On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost (Q5074419) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
