Pages that link to "Item:Q2927946"

The following pages link to OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (Q2927946):

Displaying 14 items.

• Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
• Optimal execution with regime-switching market resilience (Q1734569) (← links)
• A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
• Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
• A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
• Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
• Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
• Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610) (← links)
• DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
• Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
• Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
• Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)