The following pages link to Hedging with temporary price impact (Q513749):
Displayed 6 items.
- Equilibrium returns with transaction costs (Q1650939) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal Trading Policies for Wind Energy Producer (Q4635251) (← links)