The following pages link to Hedging with temporary price impact (Q513749):
Displayed 33 items.
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- Price impact equilibrium with transaction costs and TWAP trading (Q2120598) (← links)
- A note on costs minimization with stochastic target constraints (Q2183107) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems (Q2203457) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal Trading Policies for Wind Energy Producer (Q4635251) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- (Q5153851) (← links)
- SINGULAR PERTURBATION EXPANSION FOR UTILITY MAXIMIZATION WITH ORDER-𝜖 QUADRATIC TRANSACTION COSTS (Q5207494) (← links)
- Deep hedging (Q5234357) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Price formation and optimal trading in intraday electricity markets (Q5970800) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)