The following pages link to The Liquidity Discount (Q2770983):
Displaying 24 items.
- Adaptive basket liquidation (Q287672) (← links)
- Asset liquidity and the valuation of derivative securities (Q442747) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Portfolio insurance with liquidity risk (Q841847) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Dynamic trading policies with price impact (Q953780) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- Impulse control problem on finite horizon with execution delay (Q1016624) (← links)
- Optimal liquidation strategies and their implications (Q1017047) (← links)
- Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- Optimal growth rate in random trade time (Q3400020) (← links)
- Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
- Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
- Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk (Q5357776) (← links)
