Pages that link to "Item:Q457189"
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The following pages link to An optimal execution problem with market impact (Q457189):
Displaying 26 items.
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- Optimal algorithms for trading large positions (Q445966) (← 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)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Optimal execution strategy with an endogenously determined sales period (Q2386609) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- Optimal execution cost for liquidation through a limit order market (Q2797874) (← links)
- Capacitary measures for completely monotone kernels via singular control (Q2840157) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- VWAP execution as an optimal strategy (Q3121384) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Periodic strategies in optimal execution with multiplicative price impact (Q5204850) (← links)
- OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (Q5262522) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution with Identity Optionality (Q6040001) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- Optimal execution considering trading signal and execution risk simultaneously (Q6484196) (← links)
