Pages that link to "Item:Q2927947"
From MaRDI portal
The following pages link to OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR A RISK-AVERSE INVESTOR (Q2927947):
Displayed 7 items.
- The calculus of variations for processes with independent increments (Q1011026) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
- Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)