OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751): Difference between revisions

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+W1564085775
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+.2516
@@ Property / arXiv ID: 0902.2516 / rank @@
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@@ Property / cites work @@
+Optimal execution strategies in limit order books with general shape functions
+Normal rank
@@ Property / cites work @@
+Optimal execution with nonlinear impact functions and trading-enhanced risk
+Normal rank
@@ Property / cites work @@
+OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS
@@ Property / cites work: OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS / rank @@
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@@ Property / cites work @@
+Sequential tracking of a hidden Markov chain using point process observations
+Normal rank
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+Inventory management with partially observed nonstationary demand
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+On an optimal selection problem of Cowan and Zabczyk
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+Q4179709
@@ Property / cites work: Q4179709 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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+A full information pricing problem for the sale of several identical commodities
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@@ Property / cites work @@
+Q3684019
@@ Property / cites work: Q3684019 / rank @@
+Normal rank