Pages that link to "Item:Q4586036"
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The following pages link to Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036):
Displaying 24 items.
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- An explicit optimal strategy for flow trades at NASDAQ around its close (Q2417143) (← links)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- (Q4313037) (← links)
- Optimal Execution of Derivatives: A Taylor Expansion Approach (Q4593606) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601) (← links)
- (Q5320321) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Optimal trade execution in order books with stochastic liquidity (Q5377182) (← links)
- Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Optimal Execution with Identity Optionality (Q6040001) (← links)
- Optimal trading with transaction costs and short-term predictability (Q6053124) (← links)
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
- Accelerated Share Repurchases Under Stochastic Volatility (Q6112768) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)