Pages that link to "Item:Q316889"
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The following pages link to Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889):
Displaying 10 items.
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Optimal selling strategies under regime-switching market environment with finite expiry (Q2236234) (← links)
- Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
