Pages that link to "Item:Q261925"

The following pages link to Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925):

Displaying 15 items.

• Liquidation with self-exciting price impact (Q253113) (← links)
• Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
• Mean field game of controls and an application to trade crowding (Q1648897) (← links)
• Precise deviations for Hawkes processes (Q2214245) (← links)
• Optimal liquidation problem in illiquid markets (Q2242363) (← links)
• A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
• Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
• Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
• High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
• PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641) (← links)
• Clustering Effects via Hawkes Processes (Q5132613) (← links)
• Optimal Market Making with Persistent Order Flow (Q5162846) (← links)
• (Q5346032) (← links)
• Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
• Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)