Pages that link to "Item:Q5262510"
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The following pages link to GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510):
Displaying 28 items.
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Rate control under heavy traffic with strategic servers (Q670732) (← links)
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Order execution probability and order queue in limit order markets (Q2220431) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Optimal hedging through limit orders (Q2816625) (← links)
- OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (Q2970320) (← links)
- Optimal order placement in limit order markets (Q4555056) (← links)
- Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal market making (Q4610210) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
- Algorithmic market making for options (Q5014175) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Double Deep Q-Learning for Optimal Execution (Q5093248) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
