Pages that link to "Item:Q3005847"
From MaRDI portal
The following pages link to LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847):
Displayed 13 items.
- Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Optimal algorithms for trading large positions (Q445966) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823) (← links)
- Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
- Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
- OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK (Q5121205) (← links)