Pages that link to "Item:Q2940756"
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The following pages link to Optimal Order Scheduling for Deterministic Liquidity Patterns (Q2940756):
Displaying 6 items.
- A model for optimal execution of atomic orders (Q975353) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← 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)