Pages that link to "Item:Q3100751"
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The following pages link to OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751):
Displaying 40 items.
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Rate control under heavy traffic with strategic servers (Q670732) (← links)
- A guided tour of new results on ``trade execution in illiquid markets'' (Q977311) (← links)
- Optimal order execution using hidden orders (Q1624483) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Optimal trade execution under jump diffusion process: a mean-VaR approach (Q1727117) (← links)
- Strategic trading in illiquid markets. (Q1774491) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- An explicit optimal strategy for flow trades at NASDAQ around its close (Q2417143) (← links)
- Algorithmic trading with learning (Q2814668) (← links)
- Liquidation in limit order books with controlled intensity (Q2927944) (← links)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751) (← links)
- OPTIMAL TIMING FOR SHORT COVERING OF AN ILLIQUID SECURITY (Q3456030) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- Optimal order placement in limit order markets (Q4555056) (← links)
- Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
- Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Optimal liquidation in dark pools (Q5245909) (← links)
- OPTIMAL EXECUTION HORIZON (Q5262523) (← links)
- Optimal trade execution in order books with stochastic liquidity (Q5377182) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)
- Multivariate Hawkes-based models in limit order book: European and spread option pricing (Q6644185) (← links)
