Pages that link to "Item:Q2288736"
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The following pages link to Optimal portfolio execution problem with stochastic price impact (Q2288736):
Displaying 9 items.
- Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
- Mean field social control for production output adjustment with noisy sticky prices (Q6581711) (← links)
- Optimal trading and competition with information in the price impact model (Q6592284) (← links)