Pages that link to "Item:Q1740520"
From MaRDI portal
The following pages link to Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520):
Displaying 10 items.
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← 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)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Extended Mean Field Games with Singular Controls (Q5883153) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)
