Pages that link to "Item:Q5204851"
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The following pages link to Portfolio choice with small temporary and transient price impact (Q5204851):
Displayed 10 items.
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)