Pages that link to "Item:Q2862513"
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The following pages link to RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513):
Displaying 13 items.
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Liquidity risk and the term structure of interest rates (Q2018551) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- Price manipulation in a market impact model with dark pool (Q5373912) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560) (← links)