Pages that link to "Item:Q4604636"
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The following pages link to Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636):
Displaying 13 items.
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- A note on costs minimization with stochastic target constraints (Q2183107) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← 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 Investment with Transient Price Impact (Q4971979) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
