Pages that link to "Item:Q5247617"
From MaRDI portal
The following pages link to An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection (Q5247617):
Displaying 10 items.
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- A Stackelberg order execution game (Q6549606) (← links)
- Mean-field liquidation games with market drop-out (Q6641082) (← links)
