Pages that link to "Item:Q2996522"

The following pages link to Optimal Execution in a General One-Sided Limit-Order Book (Q2996522):

Displaying 50 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)
• An optimal execution problem with market impact (Q457189) (← links)
• A bidding game with heterogeneous players (Q481066) (← links)
• Optimal trading of algorithmic orders in a liquidity fragmented market place (Q492830) (← links)
• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Hedging with temporary price impact (Q513749) (← links)
• Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
• A model for optimal execution of atomic orders (Q975353) (← links)
• Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
• Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
• Optimal liquidation under stochastic liquidity (Q1691443) (← links)
• Optimal execution with regime-switching market resilience (Q1734569) (← links)
• Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
• Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
• Scaling limits for super-replication with transient price impact (Q2174997) (← links)
• Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
• Order execution probability and order queue in limit order markets (Q2220431) (← links)
• Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
• Optimal liquidation problem in illiquid markets (Q2242363) (← links)
• A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
• Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
• High frequency trading strategies, market fragility and price spikes: an agent based model perspective (Q2288938) (← links)
• Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
• Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
• Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
• Optimization of stock trading with additional information by limit order book (Q2664237) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
• Optimal liquidation in a limit order book for a risk-averse investor (Q2927947) (← links)
• Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035) (← links)
• Optimal order placement in limit order markets (Q4555056) (← links)
• Optimal execution with non-linear transient market impact (Q4555057) (← links)
• Optimal Execution and Price Manipulations in Time-varying Limit Order Books (Q4586029) (← links)
• High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
• Optimal accelerated share repurchases (Q4610214) (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
• The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• Optimal Investment with Transient Price Impact (Q4971979) (← links)
• Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
• Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
• (Q5133140) (← links)
• A Market Impact Game Under Transient Price Impact (Q5219710) (← links)
• Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
• Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)