Pages that link to "Item:Q4682484"
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The following pages link to Optimal Execution and Block Trade Pricing: A General Framework (Q4682484):
Displaying 10 items.
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT (Q5283404) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- Accelerated Share Repurchases Under Stochastic Volatility (Q6112768) (← links)
