Pages that link to "Item:Q4683067"
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The following pages link to A fully consistent, minimal model for non-linear market impact (Q4683067):
Displayed 21 items.
- A Stefan-type stochastic moving boundary problem (Q682466) (← links)
- A stochastic Stefan-type problem under first-order boundary conditions (Q1617128) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Particle-scale modelling of financial price dynamics (Q2005013) (← links)
- Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory (Q2096918) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand (Q3302506) (← links)
- Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471) (← links)
- Optimal execution with non-linear transient market impact (Q4555057) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- Market impact with multi-timescale liquidity (Q4619521) (← links)
- PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641) (← links)
- A stationary Kyle setup: microfounding propagator models (Q4992316) (← links)
- How does latent liquidity get revealed in the limit order book? (Q5006884) (← links)
- The inelastic market hypothesis: a microstructural interpretation (Q5041659) (← links)
- Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)
- Clearing price distributions in call auctions (Q5139246) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Price formation and optimal trading in intraday electricity markets (Q5970800) (← links)
- Strategic Execution Trajectories (Q6040003) (← links)
- A simple microstructural explanation of the concavity of price impact (Q6054404) (← links)