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

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+Q3534743
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+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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+Normal rank
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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 @@
+Normal rank
@@ Property / cites work @@
+Q5666837
@@ Property / cites work: Q5666837 / rank @@
+Normal rank
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+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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