The following pages link to Adaptive basket liquidation (Q287672):
Displaying 6 items.
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- Rebalancing multiple assets with mutual price impact (Q1626513) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
