Pages that link to "Item:Q318882"

The following pages link to Optimal trade execution: a mean quadratic variation approach (Q318882):

Displaying 47 items.

• Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
• Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
• A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072) (← links)
• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
• Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
• Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
• 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)
• Optimal trade execution under jump diffusion process: a mean-VaR approach (Q1727117) (← links)
• Optimal execution with regime-switching market resilience (Q1734569) (← links)
• Stochastic differential game in high frequency market (Q1737914) (← links)
• Incorporating signals into optimal trading (Q1739054) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
• Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
• Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
• Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
• The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738) (← links)
• Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
• An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
• TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
• Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
• Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
• Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
• Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
• Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
• Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
• OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) (← links)
• OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK (Q5121205) (← links)
• Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
• Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
• A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• Price manipulation in a market impact model with dark pool (Q5373912) (← links)
• Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
• OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
• A Stackelberg order execution game (Q6549606) (← links)
• Optimal order execution under price impact: a hybrid model (Q6549607) (← links)
• Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
• Optimal trading and competition with information in the price impact model (Q6592284) (← links)
• Continuity problem for BSDE and IPDE with singular terminal condition (Q6640879) (← links)
• Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)