Pages that link to "Item:Q2840157"
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The following pages link to Capacitary measures for completely monotone kernels via singular control (Q2840157):
Displaying 11 items.
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- On the minimizers of energy forms with completely monotone kernel (Q2019989) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- Optimal execution with non-linear transient market impact (Q4555057) (← links)
- Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems (Q4990315) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)