Pages that link to "Item:Q3006714"

The following pages link to Optimal Control of Trading Algorithms: A General Impulse Control Approach (Q3006714):

Displaying 25 items.

• Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
• Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
• Attractors of impulsive dissipative semidynamical systems (Q385940) (← links)
• Uniform attractors of discontinuous semidynamical systems (Q486319) (← links)
• Optimal trading of algorithmic orders in a liquidity fragmented market place (Q492830) (← links)
• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Mean field game of controls and an application to trade crowding (Q1648897) (← links)
• Impulsive surfaces on dynamical systems (Q1701341) (← links)
• Incorporating signals into optimal trading (Q1739054) (← links)
• Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
• Impulses in driving semigroups of nonautonomous dynamical systems: application to cascade systems (Q2033947) (← links)
• Stability and forward attractors for non-autonomous impulsive semidynamical systems (Q2175699) (← links)
• Statistical solutions and piecewise Liouville theorem for the impulsive reaction-diffusion equations on infinite lattices (Q2243191) (← links)
• Global attractors for impulsive dynamical systems - a precompact approach (Q2351969) (← links)
• Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
• Weak almost periodic motions, minimality and stability in impulsive semidynamical systems (Q2438822) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
• Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
• Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
• Learning a functional control for high-frequency finance (Q5051970) (← links)
• Real-time market microstructure analysis: online transaction cost analysis (Q5245456) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
• Optimal Execution: A Review (Q5879357) (← links)