Pages that link to "Item:Q2832615"
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The following pages link to A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615):
Displaying 15 items.
- Hedging with temporary price impact (Q513749) (← links)
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- Optimal execution in Hong Kong given a market-on-close benchmark (Q4554447) (← links)
- Enhancing trading strategies with order book signals (Q4559323) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Optimal Make-Take Fees in a Multi Market-Maker Environment (Q4988548) (← links)
- Optimal Trading with Differing Trade Signals (Q4994352) (← links)
- Optimal Execution with Rough Path Signatures (Q5112732) (← links)
- DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
- Strategic Execution Trajectories (Q6040003) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
