Pages that link to "Item:Q681996"
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The following pages link to Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996):
Displayed 21 items.
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
- Optimal liquidation under stochastic liquidity (Q1691443) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← 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)
- A note on costs minimization with stochastic target constraints (Q2183107) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361) (← links)
- Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← 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)
- Continuity problem for singular BSDE with random terminal time (Q5043557) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← 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)