Pages that link to "Item:Q3375377"
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The following pages link to Order book approach to price impact (Q3375377):
Displayed 31 items.
- Adaptive basket liquidation (Q287672) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- A multi agent model for the limit order book dynamics (Q1938091) (← links)
- Particle-scale modelling of financial price dynamics (Q2005013) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- No-dynamic-arbitrage and market impact (Q2786278) (← links)
- Integer-valued Lévy processes and low latency financial econometrics (Q2873033) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
- The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) (← links)
- LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944) (← links)
- Optimal Basket Liquidation for CARA Investors is Deterministic (Q3063877) (← links)
- Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- High-frequency trading in a limit order book (Q3502183) (← links)
- The next tick on Nasdaq (Q3518386) (← links)
- Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387) (← links)
- Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197) (← links)
- Latency and liquidity provision in a limit order book (Q4555166) (← links)
- Market impact with multi-timescale liquidity (Q4619521) (← links)
- PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641) (← links)
- Volatility modeling and prediction: the role of price impact (Q5120732) (← links)
- Optimal execution strategies in limit order books with general shape functions (Q5190130) (← links)
- Random walks, liquidity molasses and critical response in financial markets (Q5484636) (← links)
- Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)