Pages that link to "Item:Q2356562"
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The following pages link to Dynamic equilibrium limit order book model and optimal execution problem (Q2356562):
Displaying 8 items.
- Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- (Q3534743) (← links)
- Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)