Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393): Difference between revisions

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+Optimal Execution and Price Manipulations in Time-varying Limit Order Books
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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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+Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem
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+OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY
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+Optimal trade execution in order books with stochastic liquidity
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