Pages that link to "Item:Q5283403"
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The following pages link to A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403):
Displaying 18 items.
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047) (← links)
- A Market Impact Game Under Transient Price Impact (Q5219710) (← links)
- (Q5346068) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← links)
- A Stackelberg order execution game (Q6549606) (← links)
- Optimal trading and competition with information in the price impact model (Q6592284) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)