Pages that link to "Item:Q4902233"
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The following pages link to Optimal Portfolio Liquidation with Limit Orders (Q4902233):
Displayed 46 items.
- An optimal trading problem in intraday electricity markets (Q253117) (← links)
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
- Dealing with the inventory risk: a solution to the market making problem (Q367376) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
- Modeling uncertainty in limit order execution (Q2199482) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Optimal bookmaking (Q2239899) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
- A Correction Note for Price Dynamics in a Markovian Limit Order Market (Q2808182) (← links)
- Optimal hedging through limit orders (Q2816625) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (Q2970320) (← links)
- MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Optimal market making (Q4610210) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- Market or limit orders? (Q4991033) (← links)
- Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
- Price impact on term structure (Q5068079) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)
- Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets (Q6148555) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)