Pages that link to "Item:Q4628040"
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The following pages link to Cross-impact and no-dynamic-arbitrage (Q4628040):
Displayed 11 items.
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Price impact on term structure (Q5068079) (← links)
- How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
- Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)
- Transaction cost analytics for corporate bonds (Q5092645) (← links)
- The Multivariate Kyle Model: More is Different (Q5112726) (← links)
- Cross-impact of order flow imbalance in equity markets (Q6063318) (← links)
- A characterisation of cross-impact kernels (Q6105369) (← links)