OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751): 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 TRADE EXECUTION IN ILLIQUID MARKETS
@@ Property / cites work: OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS / rank @@
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+Sequential tracking of a hidden Markov chain using point process observations
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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
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+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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+Q3684019
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