Pages that link to "Item:Q4906522"

The following pages link to TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (Q4906522):

Displaying 45 items.

• Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
• Incorporating order-flow into optimal execution (Q300846) (← links)
• Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
• Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
• Incorporating signals into optimal trading (Q1739054) (← links)
• A limit order book model for latency arbitrage (Q1938985) (← links)
• On the minimizers of energy forms with completely monotone kernel (Q2019989) (← links)
• Two price economic equilibria and financial market bid/ask prices (Q2036002) (← links)
• Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
• Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
• ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
• OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (Q2927946) (← links)
• Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
• Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
• Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
• Optimal execution with non-linear transient market impact (Q4555057) (← links)
• Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
• Optimal Execution and Price Manipulations in Time-varying Limit Order Books (Q4586029) (← links)
• Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036) (← links)
• High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
• Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
• Optimal accelerated share repurchases (Q4610214) (← links)
• OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
• OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
• Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• Price impact on term structure (Q5068079) (← links)
• Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
• Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
• Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
• Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)
• Optimal Execution with Rough Path Signatures (Q5112732) (← links)
• MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916) (← links)
• Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
• On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
• Strategic Execution Trajectories (Q6040003) (← links)
• Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
• Fourth-order trapezoid algorithm with four iterative schemes for nonlinear integral equations (Q6059307) (← links)
• A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)