Pages that link to "Item:Q3580035"
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The following pages link to Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035):
Displaying 46 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)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Stock repurchase with an adaptive reservation price: a study of the greedy policy (Q631204) (← links)
- A model for optimal execution of atomic orders (Q975353) (← links)
- Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Financial markets with a large trader (Q1704151) (← links)
- A limit order book model for latency arbitrage (Q1938985) (← links)
- Modeling uncertainty in limit order execution (Q2199482) (← links)
- Order execution probability and order queue in limit order markets (Q2220431) (← links)
- Characterising trader manipulation in a limit-order driven market (Q2227409) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Optimal liquidity provision (Q2348293) (← 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)
- 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)
- Optimal liquidation in a limit order book for a risk-averse investor (Q2927947) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
- Optimal Execution and Price Manipulations in Time-varying Limit Order Books (Q4586029) (← links)
- A fully consistent, minimal model for non-linear market impact (Q4683067) (← 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)
- On detecting spoofing strategies in high-frequency trading (Q5092656) (← links)
- Optimal liquidation in dark pools (Q5245909) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Price manipulation in a market impact model with dark pool (Q5373912) (← links)
- Optimal trade execution in order books with stochastic liquidity (Q5377182) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← 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)
