Pages that link to "Item:Q253110"
From MaRDI portal
The following pages link to Optimal portfolio liquidation with additional information (Q253110):
Displaying 6 items.
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)
