TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (Q4906522): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2011.00478.x
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+W1929167035
@@ Property / OpenAlex ID: W1929167035 / rank @@
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@@ Property / cites work @@
+Q3534743
@@ Property / cites work: Q3534743 / rank @@
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@@ Property / cites work @@
+Optimal execution strategies in limit order books with general shape functions
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+Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models
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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Q3957683
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+No-dynamic-arbitrage and market impact
@@ Property / cites work: No-dynamic-arbitrage and market impact / rank @@
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+Price Manipulation and Quasi-Arbitrage
@@ Property / cites work: Price Manipulation and Quasi-Arbitrage / rank @@
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+Q5666837
@@ Property / cites work: Q5666837 / rank @@
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@@ Property / cites work @@
+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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