Pages that link to "Item:Q2927947"
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The following pages link to Optimal liquidation in a limit order book for a risk-averse investor (Q2927947):
Displaying 13 items.
- The calculus of variations for processes with independent increments (Q1011026) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Liquidation in limit order books with controlled intensity (Q2927944) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- (Q3534743) (← links)
- Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
- Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- Optimal Liquidation of Child Limit Orders (Q5739154) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)