Pages that link to "Item:Q5250046"

The following pages link to Optimal Execution with Multiplicative Price Impact (Q5250046):

Displaying 22 items.

• Numerical approximation for a portfolio optimization problem under liquidity risk and costs (Q315777) (← links)
• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
• Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
• Optimal liquidation under partial information with price impact (Q1986008) (← links)
• Irreversible capital accumulation with economic impact (Q2013934) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• Optimal installation of renewable electricity sources: the case of Italy (Q2064642) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
• Singular stochastic control model for algae growth management in dam downstream (Q3300934) (← links)
• Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330) (← links)
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
• On an optimal extraction problem with regime switching (Q5215020) (← links)
• A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
• HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
• Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
• OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
• Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)