Pages that link to "Item:Q2288736"
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The following pages link to Optimal portfolio execution problem with stochastic price impact (Q2288736):
Displayed 4 items.
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)