Pages that link to "Item:Q2392020"

The following pages link to Optimal posting price of limit orders: learning by trading (Q2392020):

Displaying 11 items.

• Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
• Mean field game of controls and an application to trade crowding (Q1648897) (← links)
• Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
• A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
• On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
• Optimal execution in Hong Kong given a market-on-close benchmark (Q4554447) (← links)
• Optimal order placement in limit order markets (Q4555056) (← links)
• Learning a functional control for high-frequency finance (Q5051970) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case (Q5162623) (← links)
• Real-time market microstructure analysis: online transaction cost analysis (Q5245456) (← links)