Pages that link to "Item:Q5373912"
From MaRDI portal
The following pages link to Price manipulation in a market impact model with dark pool (Q5373912):
Displaying 6 items.
- Probabilistic aspects of finance (Q373529) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Spoofing and Price Manipulation in Order-Driven Markets (Q5126679) (← links)
- A Market Impact Game Under Transient Price Impact (Q5219710) (← links)
- An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection (Q5247617) (← links)