Pages that link to "Item:Q2786278"
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The following pages link to No-dynamic-arbitrage and market impact (Q2786278):
Displaying 50 items.
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Dynamic portfolio management with views at multiple horizons (Q668857) (← links)
- A central bank strategy for defending a currency peg (Q826751) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Financial markets with a large trader (Q1704151) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
- On the minimizers of energy forms with completely monotone kernel (Q2019989) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- Adaptive execution: exploration and learning of price impact (Q2795866) (← links)
- Resilient price impact of trading and the cost of illiquidity (Q2862513) (← links)
- Limit order books (Q2871425) (← links)
- How efficiency shapes market impact (Q2871427) (← links)
- The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) (← links)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- Optimal liquidation in a limit order book for a risk-averse investor (Q2927947) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
- Optimal execution with non-linear transient market impact (Q4555057) (← links)
- Optimal Execution and Price Manipulations in Time-varying Limit Order Books (Q4586029) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Market impact with multi-timescale liquidity (Q4619521) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- Gaussian process-based algorithmic trading strategy identification (Q4683063) (← links)
- A fully consistent, minimal model for non-linear market impact (Q4683067) (← links)
- Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
- Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095) (← links)
- TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (Q4906522) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641) (← links)
- Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets (Q5031627) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
- Transaction cost analytics for corporate bonds (Q5092645) (← links)
- On detecting spoofing strategies in high-frequency trading (Q5092656) (← links)
