Pages that link to "Item:Q3186536"

The following pages link to Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536):

Displaying 9 items.

• Optimal liquidation under stochastic liquidity (Q1691443) (← links)
• Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
• Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
• Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
• Matrix valued positive definite kernels related to the generalized Aitken's integral for Gaussians (Q5078974) (← links)
• How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
• The Multivariate Kyle Model: More is Different (Q5112726) (← links)
• A characterisation of cross-impact kernels (Q6105369) (← links)
• A matrix-valued Schoenberg's problem and its applications (Q6177616) (← links)