Pages that link to "Item:Q2797874"
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The following pages link to Optimal execution cost for liquidation through a limit order market (Q2797874):
Displaying 16 items.
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Generalized optimal liquidation problems across multiple trading venues (Q2165772) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- Optimal execution strategy of liquidation (Q2494604) (← links)
- Optimal liquidation in a limit order book for a risk-averse investor (Q2927947) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- Optimal Liquidation of Child Limit Orders (Q5739154) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)