Pages that link to "Item:Q5262522"
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The following pages link to OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (Q5262522):
Displaying 15 items.
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Hedging with temporary price impact (Q513749) (← links)
- Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
- Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume (Q2064616) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- VWAP execution as an optimal strategy (Q3121384) (← links)
- Optimal execution in Hong Kong given a market-on-close benchmark (Q4554447) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Strategic Execution Trajectories (Q6040003) (← links)
