Pages that link to "Item:Q4596852"
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The following pages link to Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852):
Displaying 27 items.
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← 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)
- Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← 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 trading with transaction costs and short-term predictability (Q6053124) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Optimal order execution under price impact: a hybrid model (Q6549607) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)
- Mean-field liquidation games with market drop-out (Q6641082) (← links)