Pages that link to "Item:Q2192736"
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The following pages link to Optimal position targeting via decoupling fields (Q2192736):
Displayed 5 items.
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- A note on costs minimization with stochastic target constraints (Q2183107) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)