Pages that link to "Item:Q1740520"
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The following pages link to Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520):
Displaying 13 items.
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Extended Mean Field Games with Singular Controls (Q5883153) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)