has been cited by the following article(s):
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[1]
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Trade Execution Games in a Markovian Environment
SSRN Electronic Journal,
2024
DOI:10.2139/ssrn.4818028
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[2]
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Machine Learning Approaches in Financial Analytics
Intelligent Systems Reference Library,
2024
DOI:10.1007/978-3-031-61037-0_1
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[3]
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DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS
International Journal of Theoretical and Applied Finance,
2021
DOI:10.1142/S0219024921500254
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[4]
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Optimal and equilibrium execution strategies with generalized price impact
Quantitative Finance,
2020
DOI:10.1080/14697688.2020.1749294
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[5]
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Discrete–Time Optimal Execution Under a Generalized Price Impact Model With Markovian Exogenous Orders
SSRN Electronic Journal ,
2020
DOI:10.2139/ssrn.3714066
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[6]
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Optimal and Equilibrium Execution Strategies with Generalized Price Impact
SSRN Electronic Journal ,
2019
DOI:10.2139/ssrn.3323335
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