Pages that link to "Item:Q5245470"

The following pages link to Optimal position targeting with stochastic linear-quadratic costs (Q5245470):

Displaying 10 items.

• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
• Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
• Equilibrium asset pricing with transaction costs (Q2022762) (← links)
• A note on costs minimization with stochastic target constraints (Q2183107) (← links)
• Optimal position targeting via decoupling fields (Q2192736) (← links)
• Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
• Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
• Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)