//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"optimal trade execution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
2
Theory
2
optimal trade execution
2
Bellman equation
1
Costs
1
Führungskräfte
1
Kosten
1
Liquidation
1
Liquidity
1
Liquidität
1
Managers
1
Manipulation
1
Market impact
1
Optimal trade execution
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Preis
1
Price
1
Price manipulation
1
Stochastic process
1
Stochastischer Prozess
1
Transaction costs
1
Transaktionskosten
1
Volatility
1
Volatilität
1
dark pool
1
discrete-time stochastic control
1
implementation cost
1
market impact model
1
nonnegative expected liquidation costs
1
optimal liquidation
1
optimal transport
1
stochastic liquidity
1
stochastic volatility
1
transaction-triggered price manipulation
1
transactions costs
1
variational analysis
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bordigoni, Giuliana
1
Cheridito, Patrick
1
Figalli, Alessio
1
Klöck, Florian
1
Ledford, Anthony
1
Schied, Alexander
1
Sepin, Tardu
1
Sun, Yuemeng
1
Ustinov, Philipp
1
more ...
less ...
Published in...
All
Applied mathematical finance
Finance and Stochastics
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Applied Mathematical Finance
1
Journal of financial engineering
1
Mathematics of operations research
1
Quantitative finance
1
SRC discussion paper : discussion paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Strategic execution trajectories
Bordigoni, Giuliana
;
Figalli, Alessio
;
Ledford, Anthony
; …
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 288-330
Persistent link: https://www.econbiz.de/10014291948
Saved in:
2
Price manipulation in a market impact model with dark pool
Klöck, Florian
;
Schied, Alexander
;
Sun, Yuemeng
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10011815281
Saved in:
3
Optimal
trade
execution
under stochastic volatility and liquidity
Cheridito, Patrick
;
Sepin, Tardu
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 342-362
Persistent link: https://www.econbiz.de/10010499674
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->