Pages that link to "Item:Q2274225"
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The following pages link to Multi-dimensional optimal trade execution under stochastic resilience (Q2274225):
Displaying 4 items.
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
