Pages that link to "Item:Q261925"
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The following pages link to Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925):
Displaying 23 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Characterising trader manipulation in a limit-order driven market (Q2227409) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- Endogenous liquidity crises (Q5135044) (← links)
- Optimal Market Making with Persistent Order Flow (Q5162846) (← links)
- A Market Impact Game Under Transient Price Impact (Q5219710) (← links)
- Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601) (← links)
- (Q5346032) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)