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Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact https://t.co/mfDEtjNZml
Handbook of Recent Advances in Commodity and Financial Modeling
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Directional Returns for Gold and Silver: A Cluster Analysis Approach
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Altmetric BadgeChapter 2 Impact of Credit Risk and Business Cycles on Momentum Returns
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Altmetric BadgeChapter 3 Drivers of LBO Operating Performance: An Empirical Investigation in Asia
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Altmetric BadgeChapter 4 Time Varying Correlation: A Key Indicator in Finance
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Altmetric BadgeChapter 5 Measuring Model Risk in the European Energy Exchange
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Altmetric BadgeChapter 6 Wine Futures: Pricing and Allocation as Levers Against Quality Uncertainty
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Altmetric BadgeChapter 7 VIX Computation Based on Affine Stochastic Volatility Models in Discrete Time
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Altmetric BadgeChapter 8 Optimal Adaptive Sequential Calibration of Option Models
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Altmetric BadgeChapter 9 Accurate Pricing of Swaptions via Lower Bound
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Altmetric BadgeChapter 10 Portfolio Optimization Using Modified Herfindahl Constraint
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Altmetric BadgeChapter 11 Dynamic Asset Allocation with Default and Systemic Risks
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Altmetric BadgeChapter 12 Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact
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Altmetric BadgeChapter 13 Optimal Multistage Defined-Benefit Pension Fund Management
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Altmetric BadgeChapter 14 Currency Hedging for a Multi-national Firm
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