Pages that link to "Item:Q4586029"
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The following pages link to Optimal Execution and Price Manipulations in Time-varying Limit Order Books (Q4586029):
Displaying 13 items.
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035) (← links)
- Time-trend free run orders with the minimum level changes (Q4383746) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Spoofing and Price Manipulation in Order-Driven Markets (Q5126679) (← 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)
- A Stackelberg order execution game (Q6549606) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)