OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694): Difference between revisions

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+Optimal execution strategies in limit order books with general shape functions
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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Optimal Trading with Stochastic Liquidity and Volatility
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+Algorithmic Trading with Model Uncertainty
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+RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES
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+Incorporating order-flow into optimal execution
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+Q5263525
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+A Theory of the Term Structure of Interest Rates
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+TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
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+Analytical approximations of non-linear SDEs of McKean-Vlasov type
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+Optimal Liquidity Trading*
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+INDIFFERENCE PRICES AND IMPLIED VOLATILITIES
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+Analytical Expansions for Parabolic Equations
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+Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio
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+Analytical approximation of the transition density in a local volatility model
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+Intrinsic expansions for averaged diffusion processes
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+Continuous-time stochastic control and optimization with financial applications
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