Pages that link to "Item:Q5157841"
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The following pages link to DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841):
Displaying 4 items.
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← 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)