Pages that link to "Item:Q2862513"

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)