Pages that link to "Item:Q2120598"
From MaRDI portal
The following pages link to Price impact equilibrium with transaction costs and TWAP trading (Q2120598):
Displaying 8 items.
- Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
- Dynamic trading policies with price impact (Q953780) (← links)
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Learning about latent dynamic trading demand (Q2675363) (← links)
- Price impact in Nash equilibria (Q2697496) (← links)
- A Market Impact Game Under Transient Price Impact (Q5219710) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- A multi-agent targeted trading equilibrium with transaction costs (Q6496948) (← links)