Pages that link to "Item:Q1706677"
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The following pages link to Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677):
Displaying 15 items.
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
- Optimal algorithms for trading large positions (Q445966) (← links)
- Optimal trading of algorithmic orders in a liquidity fragmented market place (Q492830) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Optimal trade execution under jump diffusion process: a mean-VaR approach (Q1727117) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) (← links)
- Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity (Q2288912) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- Optimization and statistical methods for high frequency finance (Q3465859) (← links)
- A Markov-Driven Portfolio Execution Strategy with Market Impact (Q5197251) (← links)
- OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (Q5262522) (← links)
- Optimal execution considering trading signal and execution risk simultaneously (Q6484196) (← links)
