Pages that link to "Item:Q318882"
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The following pages link to Optimal trade execution: a mean quadratic variation approach (Q318882):
Displaying 50 items.
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072) (← links)
- Optimal algorithms for trading large positions (Q445966) (← links)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677) (← links)
- Optimal trade execution under jump diffusion process: a mean-VaR approach (Q1727117) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- An explicit optimal strategy for flow trades at NASDAQ around its close (Q2417143) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Efficient trading frontier: a shortage function approach (Q2926476) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Optimal Execution of Derivatives: A Taylor Expansion Approach (Q4593606) (← links)
- Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) (← links)
- OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK (Q5121205) (← links)
- Periodic strategies in optimal execution with multiplicative price impact (Q5204850) (← links)
- Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
- A Pre-Trade Algorithmic Trading Model Under Given Volume Measures and Generic Price Dynamics (Q5245054) (← links)
