Pages that link to "Item:Q4958393"
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The following pages link to Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393):
Displaying 12 items.
- A model for optimal execution of atomic orders (Q975353) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- Optimal Order Scheduling for Deterministic Liquidity Patterns (Q2940756) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035) (← links)
- (Q5320321) (← links)
- Optimal trade execution in order books with stochastic liquidity (Q5377182) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)