Pages that link to "Item:Q1999602"
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The following pages link to The self-financing equation in limit order book markets (Q1999602):
Displaying 13 items.
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- Learning a functional control for high-frequency finance (Q5051970) (← links)
- Price impact on term structure (Q5068079) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)
- Optimal order execution under price impact: a hybrid model (Q6549607) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
