Pages that link to "Item:Q1734569"

The following pages link to Optimal execution with regime-switching market resilience (Q1734569):

Displayed 4 items.

• A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) ‎ (← links)
• Optimal portfolio execution problem with stochastic price impact (Q2288736) ‎ (← links)
• Optimal Trading with Signals and Stochastic Price Impact (Q5097223) ‎ (← links)
• Dynamic trading with Markov liquidity switching (Q6165331) ‎ (← links)