Pages that link to "Item:Q1734569"
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The following pages link to Optimal execution with regime-switching market resilience (Q1734569):
Displaying 8 items.
- Optimal execution with stochastic delay (Q2111242) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- Optimal Execution with Identity Optionality (Q6040001) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)