Pages that link to "Item:Q377452"

The following pages link to Drift dependence of optimal trade execution strategies under transient price impact (Q377452):

Displayed 14 items.

• Liquidation with self-exciting price impact (Q253113) ‎ (← links)
• Incorporating order-flow into optimal execution (Q300846) ‎ (← links)
• Optimal asset liquidation with multiplicative transient price impact (Q1630423) ‎ (← links)
• Optimal liquidation under stochastic liquidity (Q1691443) ‎ (← links)
• Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) ‎ (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) ‎ (← links)
• Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) ‎ (← links)
• High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) ‎ (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) ‎ (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) ‎ (← links)
• Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) ‎ (← links)
• Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) ‎ (← 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)