Pages that link to "Item:Q4631694"
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The following pages link to OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694):
Displaying 31 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Optimal liquidation strategies and their implications (Q1017047) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Generalized optimal liquidation problems across multiple trading venues (Q2165772) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Liquidating illiquid collateral (Q2434347) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- A sample-path approach to optimal position liquidation (Q2480246) (← links)
- Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
- Optimal liquidation of a call spread (Q3578685) (← links)
- Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach (Q4785879) (← links)
- The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- Optimal liquidation in dark pools (Q5245909) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
- Adaptive optimal market making strategies with inventory liquidation cost (Q6585788) (← links)
- Decentralized finance and automated market making: predictable loss and optimal liquidity provision (Q6623045) (← links)