Pages that link to "Item:Q4971979"
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The following pages link to Optimal Investment with Transient Price Impact (Q4971979):
Displaying 12 items.
- Optimal investment with lumpy costs (Q956428) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- (Q5176629) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Duality theory for exponential utility-based hedging in the Almgren-Chriss model (Q6500021) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)
- Optimal liquidation with high risk aversion and small linear price impact (Q6581912) (← links)