Pages that link to "Item:Q4971979"

The following pages link to Optimal Investment with Transient Price Impact (Q4971979):

Displaying 8 items.

• Scaling limits for super-replication with transient price impact (Q2174997) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
• Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
• Duality theory for exponential utility-based hedging in the Almgren-Chriss model (Q6500021) (← links)