Pages that link to "Item:Q377452"
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The following pages link to Drift dependence of optimal trade execution strategies under transient price impact (Q377452):
Displaying 20 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← 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)
- Strategic Execution Trajectories (Q6040003) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)
