Pages that link to "Item:Q2288736"
From MaRDI portal
The following pages link to Optimal portfolio execution problem with stochastic price impact (Q2288736):
Displaying 6 items.
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
- Mean field social control for production output adjustment with noisy sticky prices (Q6581711) (← links)
- Optimal trading and competition with information in the price impact model (Q6592284) (← links)
