Pages that link to "Item:Q5190130"
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The following pages link to Optimal execution strategies in limit order books with general shape functions (Q5190130):
Displayed 50 items.
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Adaptive basket liquidation (Q287672) (← links)
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- Optimal trading of algorithmic orders in a liquidity fragmented market place (Q492830) (← links)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Hedging with temporary price impact (Q513749) (← links)
- Stock repurchase with an adaptive reservation price: a study of the greedy policy (Q631204) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Resiliency of the limit order book (Q1657443) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Second order approximations for limit order books (Q1788823) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Optimal execution with price impact under cumulative prospect theory (Q2150064) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity (Q2288912) (← links)
- High frequency trading strategies, market fragility and price spikes: an agent based model perspective (Q2288938) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
- Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
- Optimization of stock trading with additional information by limit order book (Q2664237) (← links)
- No-dynamic-arbitrage and market impact (Q2786278) (← links)
- Adaptive Execution: Exploration and Learning of Price Impact (Q2795866) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513) (← links)
- Limit order books (Q2871425) (← links)
- Reduced form modeling of limit order markets (Q2873532) (← links)
- LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944) (← links)
- OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (Q2927946) (← links)
- OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR A RISK-AVERSE INVESTOR (Q2927947) (← links)
- High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)