The following pages link to (Q3534743):
Displaying 29 items.
- Adaptive basket liquidation (Q287672) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Stock repurchase with an adaptive reservation price: a study of the greedy policy (Q631204) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Optimal liquidity provision (Q2348293) (← links)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- Optimal execution cost for liquidation through a limit order market (Q2797874) (← links)
- Resilient price impact of trading and the cost of illiquidity (Q2862513) (← links)
- Liquidation in limit order books with controlled intensity (Q2927944) (← links)
- Optimal liquidation in a limit order book for a risk-averse investor (Q2927947) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
- MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
- Optimal Execution and Price Manipulations in Time-varying Limit Order Books (Q4586029) (← links)
- TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (Q4906522) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← 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)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
