Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181): Difference between revisions

@@ Property / cites work @@
+Algorithmic Trading with Model Uncertainty
@@ Property / cites work: Algorithmic Trading with Model Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Incorporating order-flow into optimal execution
@@ Property / cites work: Incorporating order-flow into optimal execution / rank @@
+Normal rank
@@ Property / cites work @@
+Q5263525
@@ Property / cites work: Q5263525 / rank @@
+Normal rank
@@ Property / cites work @@
+Trading algorithms with learning in latent alpha models
+Normal rank
@@ Property / cites work @@
+Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions
+Normal rank
@@ Property / cites work @@
+Direct methods in the calculus of variations
@@ Property / cites work: Direct methods in the calculus of variations / rank @@
+Normal rank
@@ Property / cites work @@
+On the use of semimartingales and stochastic integrals to model continuous trading
+Normal rank
@@ Property / cites work @@
+OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK
+Normal rank
@@ Property / cites work @@
+Mean-Field Game Strategies for Optimal Execution
@@ Property / cites work: Mean-Field Game Strategies for Optimal Execution / rank @@
+Normal rank
@@ Property / cites work @@
+Nash Equilibria for Game Contingent Claims with Utility-Based Hedging
+Normal rank
@@ Property / cites work @@
+Incorporating signals into optimal trading
@@ Property / cites work: Incorporating signals into optimal trading / rank @@
+Normal rank
@@ Property / cites work @@
+Market or limit orders?
@@ Property / cites work: Market or limit orders? / rank @@
+Normal rank
@@ Property / cites work @@
+Game options with gradual exercise and cancellation under proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal stopping under probability distortion
@@ Property / cites work: Optimal stopping under probability distortion / rank @@
+Normal rank