Pages that link to "Item:Q5377182"
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The following pages link to Optimal trade execution in order books with stochastic liquidity (Q5377182):
Displaying 24 items.
- A model for optimal execution of atomic orders (Q975353) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Optimal liquidation under stochastic liquidity (Q1691443) (← 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)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- Optimal liquidation in a limit order book for a risk-averse investor (Q2927947) (← links)
- Optimal Order Scheduling for Deterministic Liquidity Patterns (Q2940756) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751) (← links)
- Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)
- Duality theory for exponential utility-based hedging in the Almgren-Chriss model (Q6500021) (← 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)
- Optimal liquidation with high risk aversion and small linear price impact (Q6581912) (← links)