Pages that link to "Item:Q5262511"
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The following pages link to PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511):
Displaying 18 items.
- 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 execution using hidden orders (Q1624483) (← links)
- Trading under market impact: crossing networks interacting with dealer markets (Q1734539) (← 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)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
- An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection (Q5247617) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- Price manipulation in a market impact model with dark pool (Q5373912) (← links)
- A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (Q5868937) (← links)
