Pages that link to "Item:Q2238774"
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The following pages link to Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774):
Displaying 3 items.
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)
