Pages that link to "Item:Q2150064"
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The following pages link to Optimal execution with price impact under cumulative prospect theory (Q2150064):
Displaying 8 items.
- Cumulative offer process is order-independent (Q741313) (← links)
- A three-way decision model based on cumulative prospect theory (Q2660953) (← links)
- Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151) (← links)
- Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601) (← links)
- OPTIMAL EXECUTION HORIZON (Q5262523) (← links)
- Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
- Optimal Execution with Identity Optionality (Q6040001) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)