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Search: subject:"Optimal Execution"
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Theorie
37
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37
Securities trading
30
Wertpapierhandel
30
optimal execution
27
Optimal execution
26
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22
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22
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market impact
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Guéant, Olivier
7
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4
Ferrari, Giorgio
4
Pu, Jiang
4
Moallemi, Ciamac C.
3
Ohnishi, Masamitsu
3
Schnaubelt, Matthias
3
Alfonsi, Aurélien
2
Benazzoli, Chiara
2
Blanc, Pierre
2
Brigo, Damiano
2
Di Persio, Luca
2
Fu, Hao
2
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2
Jaimungal, Sebastian
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Kato, Takashi
2
Khorrami, Farshad
2
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2
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2
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2
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2
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1
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Applied mathematical finance
7
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6
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6
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4
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3
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
58
RePEc
10
EconStor
4
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10
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72
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1
Execution uncertainty of dark pools and portfolio balance
Zhu, Jianchang
;
Sun, Xuchu
;
Li, Tangrong
- In:
Finance research letters
63
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531284
Saved in:
2
Optimal
execution
with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and Stochastics
27
(
2023
)
3
,
pp. 713-768
about the true value of the asset's trend. Its value function and
optimal
execution
rule are expressed in terms of the …
Persistent link: https://www.econbiz.de/10015098877
Saved in:
3
Optimal
execution
with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
4
Optimal
execution
with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
-
2022
's belief about the true value of the asset's trend. The
optimal
execution
rule and the problem's value function are expressed …
Persistent link: https://www.econbiz.de/10014304789
Saved in:
5
Optimal dxecution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
-
2022
's belief about the true value of the asset's trend. The
optimal
execution
rule and the problem's value function are expressed …
Persistent link: https://www.econbiz.de/10012880685
Saved in:
6
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
7
Price impact on term structure
Brigo, Damiano
;
Graceffa, Federico
;
Neuman, Eyal
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Saved in:
8
On parametric
optimal
execution
and machine learning surrogates
Chen, Tao
;
Ludkovski, Mike
;
Voß, Moritz
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10014551893
Saved in:
9
Deep attentive survival analysis in limit order books : estimating fill probabilities with convolutional-transformers
Arroyo, Álvaro
;
Cartea, Álvaro
;
Moreno-Pino, Fernando
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10014551895
Saved in:
10
Transient impact from the Nash equilibrium of a permanent market impact game
Cordoni, Francesco
;
Lillo, Fabrizio
- In:
Dynamic games and applications : DGA
14
(
2024
)
2
,
pp. 333-361
Persistent link: https://www.econbiz.de/10014556559
Saved in:
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