Pages that link to "Item:Q1986008"
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The following pages link to Optimal liquidation under partial information with price impact (Q1986008):
Displaying 9 items.
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
