Pages that link to "Item:Q4449551"
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The following pages link to Optimal execution with nonlinear impact functions and trading-enhanced risk (Q4449551):
Displayed 45 items.
- Optimal execution with non-linear transient market impact (Q4555057) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
- Liquidity premium in the presence of stock market crises and background risk (Q4682995) (← links)
- TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (Q4906522) (← links)
- RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)
- OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK (Q5121205) (← links)
- Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets (Q5126681) (← links)
- Slow-moving capital and stock returns (Q5139208) (← links)
- Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon (Q5157372) (← links)
- Optimal execution strategies in limit order books with general shape functions (Q5190130) (← links)
- Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- OPTIMAL EXECUTION HORIZON (Q5262523) (← links)
- THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
- A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Price manipulation in a market impact model with dark pool (Q5373912) (← links)
- Analysis of trade packages in the Chinese stock market (Q5397444) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Protecting pegged currency markets from speculative investors (Q6078604) (← links)
- Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)