Pages that link to "Item:Q4586036"
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The following pages link to Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036):
Displayed 11 items.
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
- Accelerated Share Repurchases Under Stochastic Volatility (Q6112768) (← links)