Optimal Execution in Illiquid Market with the Absence of Price Manipulation

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Optimal Execution in Illiquid Market with the Absence of Price Manipulation"
written by Seiya Kuno, Masamitsu Ohnishi,
published by Journal of Mathematical Finance, Vol.5 No.1, 2015

has been cited by the following article(s):

[1]	Optimal Execution Strategies with Generalized Price Impact Models


[2]	Optimal Pair–Trade Execution with Generalized Cross–Impact
	Asia-Pacific Financial Markets, 2022

[3]	Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
	International Journal of …, 2021

[4]	Optimal pair-trade execution with generalized cross-impact
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[5]	TWAP 戦略を用いたラウンド・トリップ取引
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[6]	Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model
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[7]	Discrete–Time Optimal Execution Under a Generalized Price Impact Model With Markovian Exogenous Orders
	2020

[8]	Optimal and equilibrium execution strategies with generalized price impact
	2019

[9]	Equilibrium execution strategies with generalized price impacts (Financial Modeling and Analysis)
	2019

[10]	Optimal Execution Strategies with Generalized Price Impact Models (Decision making theories under uncertainty and its applications: the extensions of …
	2018

[11]	Optimal Off-Exchange Execution with Closing Price
	2016

[1]	Revisiting Optimal Execution of Portfolio Transactions: A Dynamic Programming and Reinforcement Learning Approach SSRN Electronic Journal, 2023 DOI:10.2139/ssrn.4508553

[2]	Optimal Pair–Trade Execution with Generalized Cross–Impact Asia-Pacific Financial Markets, 2022 DOI:10.1007/s10690-021-09349-1

[3]	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

[4]	Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model Computational Economics, 2021 DOI:10.1007/s10614-020-09987-z

[5]	Optimal and equilibrium execution strategies with generalized price impact Quantitative Finance, 2020 DOI:10.1080/14697688.2020.1749294

[6]	Discrete–Time Optimal Execution Under a Generalized Price Impact Model With Markovian Exogenous Orders SSRN Electronic Journal , 2020 DOI:10.2139/ssrn.3714066

[7]	Optimal and Equilibrium Execution Strategies with Generalized Price Impact SSRN Electronic Journal , 2019 DOI:10.2139/ssrn.3323335

[8]	Optimal Off-Exchange Execution with Closing Price Journal of Mathematical Finance, 2017 DOI:10.4236/jmf.2017.71003

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