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- Paper PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME 2015-07-15 Paper Optimal liquidation in dark pools 2015-04-16 Paper OPTIMAL TRADE EXECUTION...10 bytes (16 words) - 11:52, 6 October 2023
- Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection 2015-04-24 Paper Optimal liquidation in dark pools 2015-04-16 Paper...10 bytes (16 words) - 06:20, 7 October 2023
- Publication Date of Publication Type Optimal liquidation problem in illiquid markets 2021-11-09 Paper Options on a traded account: symmetric treatment...10 bytes (17 words) - 15:12, 7 December 2023
- Type Stochastic maximum principle for optimal liquidation with control-dependent terminal time 2022-09-12 Paper Optimal management of immunized portfolios...10 bytes (16 words) - 15:56, 8 December 2023
- investors' strategies in \(M_{1}/J_{1}\) topologies 2019-04-30 Paper Optimal asset liquidation with multiplicative transient price impact 2018-12-10 Paper Approximating...10 bytes (16 words) - 17:38, 24 September 2023
- FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET 2011-10-10 Paper OPTIMAL LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING 2011-08-16 Paper...10 bytes (17 words) - 01:28, 12 December 2023
- 2014-05-14 Paper Optimal closing of a pair trade with a model containing jumps. 2013-10-30 Paper Investing equally in risk 2013-07-19 Paper Optimal Closing of...10 bytes (16 words) - 20:11, 6 October 2023
- Publication Date of Publication Type OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL 2021-03-16 Paper OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR...10 bytes (16 words) - 08:38, 7 October 2023
- investors' strategies in \(M_{1}/J_{1}\) topologies 2019-04-30 Paper Optimal asset liquidation with multiplicative transient price impact 2018-12-10 Paper Approximating...10 bytes (16 words) - 17:38, 24 September 2023
- Paper A class of optimal liquidation problem with a nonlinear temporary market impact 2021-01-14 Paper A class of optimal portfolio liquidation problems with...10 bytes (16 words) - 01:55, 25 September 2023
- Publication Date of Publication Type Optimal liquidation through a limit order book: a neural network and simulation approach 2023-07-04 Paper HEDGING...10 bytes (19 words) - 02:55, 12 December 2023
- de/entity/Q5301759 2009-01-20 Paper A sample-path approach to optimal position liquidation 2008-03-31 Paper The α-reliable mean-excess regret model for...10 bytes (19 words) - 15:24, 8 December 2023
- Publication Date of Publication Type The Deterministic Optimal Liquidation Problem 2018-10-23 Paper...10 bytes (16 words) - 16:46, 28 December 2023
- Type INSIDER TRADING WITH TEMPORARY PRICE IMPACT 2021-06-18 Paper OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT 2019-04-18 Paper...10 bytes (16 words) - 16:43, 28 December 2023
- Publication Date of Publication Type Optimal liquidation problem in illiquid markets 2021-11-09 Paper...10 bytes (16 words) - 10:07, 25 September 2023
- 2011-10-25 Paper OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK 2011-06-20 Paper Optimal Basket Liquidation for CARA...10 bytes (16 words) - 14:27, 10 December 2023
- repression and optimal taxation 2001-08-20 Paper Firm's information-sharing policy and strike incidence 1997-02-28 Paper Optimal liquidation rule and debt...10 bytes (16 words) - 22:18, 24 September 2023
- mardi4nfdi.de/entity/Q6161830 2023-06-27 Paper Optimal liquidation of a call spread 2010-07-20 Paper Optimal Stopping of a Brownian Bridge 2009-04-14 Paper...10 bytes (17 words) - 03:11, 28 December 2023
- Publication Date of Publication Type OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL 2021-03-16 Paper https://portal.mardi4nfdi.de/entity/Q3370582...10 bytes (16 words) - 12:05, 6 October 2023
- Publication Date of Publication Type A class of optimal liquidation problem with a nonlinear temporary market impact 2021-01-14 Paper A viscosity iterative...10 bytes (16 words) - 02:11, 7 October 2023
