Pages that link to "Item:Q1630423"

The following pages link to Optimal asset liquidation with multiplicative transient price impact (Q1630423):

Displaying 11 items.

• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Optimal liquidation under stochastic liquidity (Q1691443) (← links)
• Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
• Optimal installation of renewable electricity sources: the case of Italy (Q2064642) (← links)
• Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330) (← links)
• Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
• Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)