Pages that link to "Item:Q3100751"

The following pages link to OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751):

Displaying 22 items.

• Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• Rate control under heavy traffic with strategic servers (Q670732) (← links)
• An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
• Optimal execution with stochastic delay (Q2111242) (← links)
• Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
• Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
• ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
• LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944) (← links)
• OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751) (← links)
• Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
• Optimal order placement in limit order markets (Q4555056) (← links)
• Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
• Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036) (← links)
• Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
• Optimal execution with limit and market orders (Q4619495) (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
• The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
• Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
• OPTIMAL EXECUTION HORIZON (Q5262523) (← links)
• Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
• Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)