Pages that link to "Item:Q2927944"
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The following pages link to LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944):
Displayed 37 items.
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Rate control under heavy traffic with strategic servers (Q670732) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Optimal order execution using hidden orders (Q1624483) (← links)
- Optimal bookmaking (Q2239899) (← links)
- Deep reinforcement learning for the optimal placement of cryptocurrency limit orders (Q2242354) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- Optimal hedging through limit orders (Q2816625) (← links)
- High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
- OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (Q2970320) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal market making (Q4610210) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
- Market or limit orders? (Q4991033) (← links)
- Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Optimal high-frequency trading with limit and market orders (Q5746744) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)