Pages that link to "Item:Q5139257"
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The following pages link to Optimal and equilibrium execution strategies with generalized price impact (Q5139257):
Displaying 6 items.
- Optimal strategies for utility from terminal wealth with general bid and ask prices (Q2019996) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151) (← links)
- DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
- Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)