Pages that link to "Item:Q4596852"

The following pages link to Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852):

Displaying 15 items.

• Optimal liquidation under stochastic liquidity (Q1691443) (← links)
• Optimal execution with regime-switching market resilience (Q1734569) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
• Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
• Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
• Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
• Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
• Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
• Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
• On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)