Pages that link to "Item:Q5879351"
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The following pages link to On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351):
Displaying 6 items.
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Capacitary measures for completely monotone kernels via singular control (Q2840157) (← links)
- Portfolio choice with small temporary and transient price impact (Q5204851) (← links)
- Numerical analysis of an extended mean field game for harvesting common fishery resource (Q6549873) (← links)