Optimal accelerated share repurchases (Q4610214): Difference between revisions

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+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+High-frequency trading in a limit order book
@@ Property / cites work: High-frequency trading in a limit order book / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging with temporary price impact
@@ Property / cites work: Hedging with temporary price impact / rank @@
+Normal rank
@@ Property / cites work @@
+LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY
+Normal rank
@@ Property / cites work @@
+Almost-sure hedging with permanent price impact
@@ Property / cites work: Almost-sure hedging with permanent price impact / rank @@
+Normal rank
@@ Property / cites work @@
+Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders
+Normal rank
@@ Property / cites work @@
+Algorithmic Trading with Model Uncertainty
@@ Property / cites work: Algorithmic Trading with Model Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling Asset Prices for Algorithmic and High-Frequency Trading
+Normal rank
@@ Property / cites work @@
+RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES
+Normal rank
@@ Property / cites work @@
+ALGORITHMIC TRADING WITH LEARNING
@@ Property / cites work: ALGORITHMIC TRADING WITH LEARNING / rank @@
+Normal rank
@@ Property / cites work @@
+Q5263525
@@ Property / cites work: Q5263525 / rank @@
+Normal rank
@@ Property / cites work @@
+Buy Low, Sell High: A High Frequency Trading Perspective
+Normal rank
@@ Property / cites work @@
+Trading algorithms with learning in latent alpha models
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Nonlinear PDEs in Finance
@@ Property / cites work: Numerical Methods for Nonlinear PDEs in Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+No-dynamic-arbitrage and market impact
@@ Property / cites work: No-dynamic-arbitrage and market impact / rank @@
+Normal rank
@@ Property / cites work @@
+TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions
+Normal rank
@@ Property / cites work @@
+Q2787919
@@ Property / cites work: Q2787919 / rank @@
+Normal rank
@@ Property / cites work @@
+GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION
@@ Property / cites work: GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION / rank @@
+Normal rank
@@ Property / cites work @@
+OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT
+Normal rank
@@ Property / cites work @@
+ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Optimal Execution in a General One-Sided Limit-Order Book
+Normal rank
@@ Property / cites work @@
+THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/1350486x.2017.1374870
+Normal rank
@@ Property / OpenAlex ID @@
+W3123383822
@@ Property / OpenAlex ID: W3123383822 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4610214