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Optimal VWAP Execution Under Transient Price Impact

1 of 28 checkable references need attention · checked 2026-08-29

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

References needing attention

does not resolve to a known work10.1088/1469-7688/4/2/007

The 27 checked references that resolve

resolves10.1016/s1386-4181(97)00012-8

Optimal control of execution costs

resolves10.21314/jor.2001.041

Optimal execution of portfolio transactions

resolves10.1016/b978-012374258-2.50006-3

How Markets Slowly Digest Changes in Supply and Demand

resolves10.1137/110822098

Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem

resolves10.2139/ssrn.2840290

Static vs Adapted Optimal Execution Strategies in Two Benchmark Trading Models

resolves10.1088/1742-5468/2012/09/p09010

Calibration of optimal execution of financial transactions in the presence of transient market impact

resolves10.2139/ssrn.1722202

Modeling Asset Prices for Algorithmic and High Frequency Trading

resolves10.1080/14697688.2016.1181274

Optimal execution with non-linear transient market impact

resolves10.1080/14697688.2015.1040056

A fully consistent, minimal model for non-linear market impact

resolves10.1111/j.1467-9965.2011.00478.x

TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS

resolves10.1111/mafi.12048

OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH

resolves10.1080/14697680802595700

Optimal execution strategies in limit order books with general shape functions

resolves10.1016/b978-0-08-010067-8.50007-4

RIEMANN BOUNDARY VALUE PROBLEM

resolves10.1017/cbo9781139151184.030

Dynamical Models of Market Impact and Algorithms for Order Execution

resolves10.1080/14697680903373692

No-dynamic-arbitrage and market impact

resolves10.1137/130924676

VWAP Execution and Guaranteed VWAP

resolves10.1201/b21350

The Financial Mathematics of Market Liquidity

resolves10.14495/jsiaml.7.33

VWAP execution as an optimal strategy

resolves10.2307/1913210

Continuous Auctions and Insider Trading

resolves10.1016/s1386-4181(01)00023-4

Optimal slice of a VWAP trade

resolves10.1007/s00780-019-00382-7

Incorporating signals into optimal trading

resolves10.1103/physreve.80.066102

Market impact and trading profile of hidden orders in stock markets

resolves10.1016/j.finmar.2012.09.001

Optimal trading strategy and supply/demand dynamics

resolves10.1007/978-1-4612-1382-6_5

Distributional Solutions of Singular Integral Equations

resolves10.2139/ssrn.2770352

Linear Models for the Impact of Order Flow on Prices I. Propagators: Transient vs. History Dependent Impact

resolves10.1080/14697688.2018.1467033

Cross-impact and no-dynamic-arbitrage

resolves10.1142/s2382626615500045

Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate

What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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