Pages that link to "Item:Q5256601"
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The following pages link to Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601):
Displaying 5 items.
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)