Pages that link to "Item:Q1691443"
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The following pages link to Optimal liquidation under stochastic liquidity (Q1691443):
Displayed 21 items.
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Optimal installation of renewable electricity sources: the case of Italy (Q2064642) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Universal bounds and monotonicity properties of ratios of Hermite and parabolic cylinder functions (Q5221357) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Extended Mean Field Games with Singular Controls (Q5883153) (← links)
- The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)