Pages that link to "Item:Q3446057"
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The following pages link to MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057):
Displayed 4 items.
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Illiquid financial market models and absence of arbitrage (Q2655603) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)