The following pages link to (Q2787919):
Displaying 50 items.
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- No-arbitrage commodity option pricing with market manipulation (Q2190069) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
- Optimal execution in Hong Kong given a market-on-close benchmark (Q4554447) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Optimal market making (Q4610210) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- Unveiling the relation between herding and liquidity with trader lead-lag networks (Q4957237) (← links)
- Optimal inventory management and order book modeling (Q4967868) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
- Optimal Make-Take Fees in a Multi Market-Maker Environment (Q4988548) (← links)
- Optimal multi-asset trading with linear costs: a mean-field approach (Q4991066) (← links)
- Information thermodynamics of financial markets: the Glosten–Milgrom model (Q4992311) (← links)
- Algorithmic market making for options (Q5014175) (← links)
- Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Price impact on term structure (Q5068079) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- Optimal control on graphs: existence, uniqueness, and long-term behavior (Q5109194) (← links)
- Trading Foreign Exchange Triplets (Q5123451) (← links)
- Spoofing and Price Manipulation in Order-Driven Markets (Q5126679) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Accelerated share repurchase and other buyback programs: what neural networks can bring (Q5139239) (← links)
- Optimal and equilibrium execution strategies with generalized price impact (Q5139257) (← links)
- Invariant solutionsof the Gu´eant - Pu model of options pricing and hedging (Q5153882) (← links)
- DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
- Optimal Market Making with Persistent Order Flow (Q5162846) (← links)
- Inventory management in customised liquidity pools (Q5193376) (← links)
- Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
- On Bid and Ask Side-Specific Tick Sizes (Q6091093) (← links)
- Recursion operators for the Guéant-Pu model (Q6114642) (← links)
- Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets (Q6148555) (← links)
