OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK (Q5121205): Difference between revisions

@@ Property / cites work @@
+Optimal execution with nonlinear impact functions and trading-enhanced risk
+Normal rank
@@ Property / cites work @@
+Optimal decision for selling an illiquid stock
@@ Property / cites work: Optimal decision for selling an illiquid stock / rank @@
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions of Hamilton-Jacobi Equations
@@ Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank @@
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Optimal trade execution: a mean quadratic variation approach
+Normal rank
@@ Property / cites work @@
+LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING
+Normal rank
@@ Property / cites work @@
+Optimal selling rule in a regime switching Lévy market
+Normal rank
@@ Property / cites work @@
+More statistical properties of order books and price impact
+Normal rank
@@ Property / cites work @@
+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
+Normal rank
@@ Property / cites work @@
+Q4357417
@@ Property / cites work: Q4357417 / rank @@
+Normal rank