Pages that link to "Item:Q1932555"
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The following pages link to Curve following in illiquid markets (Q1932555):
Displaying 7 items.
- Hedging with temporary price impact (Q513749) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (Q2927946) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection (Q5247617) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
