Pages that link to "Item:Q4555058"
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The following pages link to Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058):
Displayed 3 items.
- Optimal trade execution under jump diffusion process: a mean-VaR approach (Q1727117) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)