Pages that link to "Item:Q5252499"
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The following pages link to A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499):
Displaying 31 items.
- Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result (Q334112) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← 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)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361) (← links)
- Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal values (Q5384774) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
