Pages that link to "Item:Q3375377"

The following pages link to Order book approach to price impact (Q3375377):

Displaying 9 items.

• Adaptive basket liquidation (Q287672) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Liquidity risk, price impacts and the replication problem (Q483927) (← links)
• Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
• Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
• Statistical regularities in the return intervals of volatility (Q978840) (← links)
• Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
• Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
• Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)