Pages that link to "Item:Q1992659"
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The following pages link to A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659):
Displaying 7 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- Adaptive basket liquidation (Q287672) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Optimal Portfolio Liquidation with Distress Risk (Q3117328) (← links)
- Endogenous Inverse Demand Functions (Q5058034) (← links)
- A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)