Pages that link to "Item:Q2299594"
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The following pages link to Continuous-time duality for superreplication with transient price impact (Q2299594):
Displaying 5 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)