The following pages link to Optimal liquidation in dark pools (Q5245909):
Displaying 18 items.
- Probabilistic aspects of finance (Q373529) (← links)
- Optimal order execution using hidden orders (Q1624483) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Optimal security liquidation algorithms (Q2574056) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
- An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection (Q5247617) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- OPTIMAL EXECUTION HORIZON (Q5262523) (← links)
- Price manipulation in a market impact model with dark pool (Q5373912) (← links)
- Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
- Kicking-the-bucket: fast privacy-preserving trading using buckets (Q6045188) (← links)
- Optimal initial coin offering under speculative token trading (Q6106488) (← links)
