Pages that link to "Item:Q6169622"
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The following pages link to Optimal Execution with Quadratic Variation Inventories (Q6169622):
Displaying 5 items.
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Quadratic-Variation-Based Dynamic Strategies (Q4859340) (← links)
- OPTIMAL EXECUTION HORIZON (Q5262523) (← links)
- Optimal order execution under price impact: a hybrid model (Q6549607) (← links)
- Optimal trading and competition with information in the price impact model (Q6592284) (← links)