Pages that link to "Item:Q1727117"
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The following pages link to Optimal trade execution under jump diffusion process: a mean-VaR approach (Q1727117):
Displaying 3 items.
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)