Pages that link to "Item:Q6111009"
From MaRDI portal
The following pages link to Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009):
Displaying 5 items.
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601) (← links)
- Optimal Execution with Identity Optionality (Q6040001) (← links)