The following pages link to (Q5263525):
Displaying 50 items.
- Incorporating order-flow into optimal execution (Q300846) (← 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)
- Optimal order execution using hidden orders (Q1624483) (← links)
- Speculative futures trading under mean reversion (Q1627723) (← links)
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- Optimal trading with a trailing stop (Q2020306) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Extensions of the deep Galerkin method (Q2148058) (← links)
- Stochastic modelling of big data in finance (Q2218868) (← links)
- Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Deep reinforcement learning for the optimal placement of cryptocurrency limit orders (Q2242354) (← links)
- A level-1 limit order book with time dependent arrival rates (Q2283666) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity (Q2671495) (← links)
- Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS (Q2828051) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS (Q2986667) (← links)
- MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
- Optimal execution in Hong Kong given a market-on-close benchmark (Q4554447) (← links)
- Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal market making (Q4610210) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
- Optimal multi-asset trading with linear costs: a mean-field approach (Q4991066) (← links)
- Algorithmic market making for options (Q5014175) (← links)
- Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
- Learning a functional control for high-frequency finance (Q5051970) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed (Q5063387) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- Price impact on term structure (Q5068079) (← links)
