Pages that link to "Item:Q4584679"
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The following pages link to Asymptotic optimal tracking: feedback strategies (Q4584679):
Displaying 5 items.
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
