Pages that link to "Item:Q2174997"
From MaRDI portal
The following pages link to Scaling limits for super-replication with transient price impact (Q2174997):
Displaying 4 items.
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)