Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-07T05:07:56.494096Z
Paper Citation Record · LEDGER
Optimal hedging of an informed broker facing many traders
As of 10 August 2026, this Paper Citation Record lists 55 of 55 outbound references and 0 inbound Pith citation observations for arXiv:2506.08992.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-10T06:31:04.303077+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
55 of 55 outbound references displayed
- verified exact6
- verified fuzzy36
- unresolved13
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 353f03cd-8ae6-4500-9519-57b6f4f0adf3 · outbound
This paper cites Insider trading in continuous time.The Review of Financial Studies, 5(3):387–409, 1992.
Optimal hedging of an informed broker facing many traders Insider trading in continuous time.The Review of Financial Studies, 5(3):387–409, 1992
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.496600Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 7a149634-4de0-4f1b-8591-5480f357a99d · outbound
This paper cites A mean-field game of market-making against strategic traders.SIAM Journal on Financial Mathematics, 14(4):1080–1112, 2023.
Optimal hedging of an informed broker facing many traders A mean-field game of market-making against strategic traders.SIAM Journal on Financial Mathematics, 14(4):1080–1112, 2023
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.483454Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation c8a19627-27bd-48e5-8272-f8d151db2557 · outbound
This paper cites Barzykin, P.
Optimal hedging of an informed broker facing many traders Barzykin, P
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.470321Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation c8642909-1bc6-449d-970f-665a31db45c8 · outbound
This paper cites Dealing with multi-currency inventory risk in FX cash markets.
Optimal hedging of an informed broker facing many traders Dealing with multi-currency inventory risk in FX cash markets
Reference 4
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T05:07:57.725879Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 61d1130a-59cd-4ddc-89e7-5a575a69a149 · outbound
This paper cites Market-making by a foreign exchange dealer.Risk Magazine (Cutting Edge), 2022.
Optimal hedging of an informed broker facing many traders Market-making by a foreign exchange dealer.Risk Magazine (Cutting Edge), 2022
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.457959Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 80ef48f5-8cd4-4aa3-b31c-ce7ae0df301e · outbound
This paper cites Market making in spot precious metals.arXiv preprint arXiv:2404.15478, 2024.
Optimal hedging of an informed broker facing many traders Market making in spot precious metals.arXiv preprint arXiv:2404.15478, 2024
Reference 6
- Resolution
- verified exact
- raw_fallback, observed 2026-08-07T05:07:57.477074Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation fb6875a5-cc65-4e6e-a6a1-dc31f8ae28dd · outbound
This paper cites Mean-field games of speedy information access with observation costs.
Optimal hedging of an informed broker facing many traders Mean-field games of speedy information access with observation costs
Reference 7
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T05:07:57.277719Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation bddffe22-fddf-4c9a-bd32-3158055813f2 · outbound
This paper cites Mean field games with a dominating player.Applied Mathematics & Optimization, 74:91–128, 2016.
Optimal hedging of an informed broker facing many traders Mean field games with a dominating player.Applied Mathematics & Optimization, 74:91–128, 2016
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.444927Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation a5450356-ca17-43e8-95b5-4efeb34964fa · outbound
This paper cites A Mean Field Game between Informed Traders and a Broker.
Optimal hedging of an informed broker facing many traders A Mean Field Game between Informed Traders and a Broker
Reference 9
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T05:07:57.110754Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation ce50e39c-7e4d-4399-8c02-def2f30acba4 · outbound
This paper cites Mean field games in a stackelberg problem with an informed major player.SIAM Journal on Control and Optimization, 62(3):1737–1765, 2024.
Optimal hedging of an informed broker facing many traders Mean field games in a stackelberg problem with an informed major player.SIAM Journal on Control and Optimization, 62(3):1737–1765, 2024
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.431338Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 9bb2db24-c7a8-41cf-99fc-e8231287d830 · outbound
This paper cites To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management.
Optimal hedging of an informed broker facing many traders To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
Reference 11
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T05:07:56.945615Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 4bd9af85-6380-4173-b5d0-65bd3a8ad2bc · outbound
This paper cites Mean field games with incomplete information.arXiv preprint arXiv:2205.07703, 2022.
Optimal hedging of an informed broker facing many traders Mean field games with incomplete information.arXiv preprint arXiv:2205.07703, 2022
Reference 12
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T05:07:52.292974Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 2421a132-1c6b-4e11-9a1b-29660c502935 · outbound
This paper cites Strategic advantages in mean field games with a major player.Comptes Rendus.
Optimal hedging of an informed broker facing many traders Strategic advantages in mean field games with a major player.Comptes Rendus
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.417903Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation ffeb6056-6c70-4347-9742-dfe07eabcc58 · outbound
This paper cites Linear quadratic optimal stochastic control with random coefficients.SIAM Journal on Control and Optimization, 14(3):419–444, 1976.
Optimal hedging of an informed broker facing many traders Linear quadratic optimal stochastic control with random coefficients.SIAM Journal on Control and Optimization, 14(3):419–444, 1976
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.403371Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 8ffd0b50-cab3-4107-ae74-ad21c73c4d37 · outbound
This paper cites Internalisation by electronic fx spot dealers.Quantitative Finance, 19(1): 35–56, 2019.
Optimal hedging of an informed broker facing many traders Internalisation by electronic fx spot dealers.Quantitative Finance, 19(1): 35–56, 2019
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.388285Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation ab33feff-490f-4cb6-bd66-842cd35d60cc · outbound
This paper cites Dynamic markov bridges motivated by models of insider trading.Stochastic Processes and their Applications, 121(3):534–567, 2011.
Optimal hedging of an informed broker facing many traders Dynamic markov bridges motivated by models of insider trading.Stochastic Processes and their Applications, 121(3):534–567, 2011
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.372998Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation afb7efcf-9d86-4980-a380-f7a0744e2c63 · outbound
This paper cites Cardaliaguet and C.-A.
Optimal hedging of an informed broker facing many traders Cardaliaguet and C.-A
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.357770Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 9314067e-114a-4eb1-a5b9-088f8d7649a3 · outbound
This paper cites Cardaliaguet, M.
Optimal hedging of an informed broker facing many traders Cardaliaguet, M
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.343364Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation cfba5315-6823-4741-a426-c814b5dc6ae7 · outbound
This paper cites Carmona and D.
Optimal hedging of an informed broker facing many traders Carmona and D
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.328917Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 234f33c5-ce5f-4265-8171-f5374b6a2da5 · outbound
This paper cites Carmona and P.
Optimal hedging of an informed broker facing many traders Carmona and P
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.315775Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation cf7ea144-5805-477d-9936-223cb7a60050 · outbound
This paper cites Carmona and X.
Optimal hedging of an informed broker facing many traders Carmona and X
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.302592Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 06526e8e-5364-4aad-ac78-07246422da4c · outbound
This paper cites Brokers and informed traders: dealing with toxic flow and extracting trading signals.Available at SSRN, 2022.
Optimal hedging of an informed broker facing many traders Brokers and informed traders: dealing with toxic flow and extracting trading signals.Available at SSRN, 2022
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.287664Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 92d2e095-0653-4fad-b863-3d3e5e3925f0 · outbound
This paper cites Trading foreign exchange triplets.SIAM Journal on Financial Mathematics, 11(3):690–719, 2020.
Optimal hedging of an informed broker facing many traders Trading foreign exchange triplets.SIAM Journal on Financial Mathematics, 11(3):690–719, 2020
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.272128Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation eb0ed219-6867-4289-b989-27c8dbc5d161 · outbound
This paper cites Double-execution strategies using path signatures.SIAM Journal on Financial Mathematics, 13(4):1379–1417, 2022.
Optimal hedging of an informed broker facing many traders Double-execution strategies using path signatures.SIAM Journal on Financial Mathematics, 13(4):1379–1417, 2022
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.258182Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation f4cad08c-a106-4a2a-b78a-8b306e52fc4e · outbound
This paper cites Casgrain and S.
Optimal hedging of an informed broker facing many traders Casgrain and S
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.244694Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 59b3b884-7b77-435e-a93b-3e1eb8aff3dd · outbound
This paper cites On pricing rules and optimal strategies in general kyle–back models.SIAM Journal on Control and Optimization, 59(5):3973–3998, 2021.
Optimal hedging of an informed broker facing many traders On pricing rules and optimal strategies in general kyle–back models.SIAM Journal on Control and Optimization, 59(5):3973–3998, 2021
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.230676Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 7d808576-5198-4b5d-b2a1-4709d1692571 · outbound
This paper cites Fast and slow optimal trading with exogenous information.
Optimal hedging of an informed broker facing many traders Fast and slow optimal trading with exogenous information
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.216688Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 3a4948bd-16ce-45f1-94e2-db3f7096d8d3 · outbound
This paper cites Stackelberg Mean Field Games: convergence and existence results to the problem of Principal with multiple Agents in competition.
Optimal hedging of an informed broker facing many traders Stackelberg Mean Field Games: convergence and existence results to the problem of Principal with multiple Agents in competition
Reference 28
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T05:07:54.108827Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation c73bc533-d0da-4f77-8966-2b54bbf9bcb0 · outbound
This paper cites Élie and D.
Optimal hedging of an informed broker facing many traders Élie and D
Reference 29
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T05:07:54.183488Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 1031b96a-f02c-4a81-98ad-4956bc4fedde · outbound
This paper cites an unresolved cited work.
Optimal hedging of an informed broker facing many traders Unresolved cited work
Reference 30
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T05:07:54.297322Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 44092e4b-b575-4d41-9368-0c09312554f2 · outbound
This paper cites an unresolved cited work.
Optimal hedging of an informed broker facing many traders Unresolved cited work
Reference 31
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T05:07:54.363440Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 56cb80d6-f5c1-411b-b1dd-d741cbbd733f · outbound
This paper cites an unresolved cited work.
Optimal hedging of an informed broker facing many traders Unresolved cited work
Reference 32
- Resolution
- unresolved
- raw_fallback, observed 2026-08-07T05:07:59.176879Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 83ba8fa6-56fe-4e56-9c20-f5ef809f80dc · outbound
This paper cites Optimization frameworks and sensitivity analysis of Stackelberg mean-field games.
Optimal hedging of an informed broker facing many traders Optimization frameworks and sensitivity analysis of Stackelberg mean-field games
Reference 33
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T05:07:54.546327Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 1e37c308-7576-447a-92c4-0e014f8654f3 · outbound
This paper cites Liquidity provision with adverse selection and inventory costs.Mathematics of Operations Research, 48(3):1286–1315, 2023.
Optimal hedging of an informed broker facing many traders Liquidity provision with adverse selection and inventory costs.Mathematics of Operations Research, 48(3):1286–1315, 2023
Reference 34
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.163810Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 9f3316d8-7ced-431c-ac3a-976ba9ce902d · outbound
This paper cites Huang, R.P.
Optimal hedging of an informed broker facing many traders Huang, R.P
Reference 35
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.150326Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 73976c3e-fa42-44de-a72c-dcfe217f1f71 · outbound
This paper cites Large-population lqg games involving a major player: the nash certainty equivalence principle.
Optimal hedging of an informed broker facing many traders Large-population lqg games involving a major player: the nash certainty equivalence principle
Reference 36
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.137705Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 9221a063-b90d-436a-9ee7-99ba86c60a9f · outbound
This paper cites An invariance principle in large population stochastic dynamic games.Journal of Systems Science and Complexity, 20(2):162–172, 2007.
Optimal hedging of an informed broker facing many traders An invariance principle in large population stochastic dynamic games.Journal of Systems Science and Complexity, 20(2):162–172, 2007
Reference 37
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.124455Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 341cc8c0-a012-4157-89d8-78ba72baca3a · outbound
This paper cites an unresolved cited work.
Optimal hedging of an informed broker facing many traders Unresolved cited work
Reference 38
- Resolution
- unresolved
- raw_fallback, observed 2026-08-07T05:07:59.110374Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 667cb771-17ff-42e8-9d52-3f04823989cd · outbound
This paper cites Continuous-time incentives in hierarchies.Finance and Stochastics, 27(3):605–661, 2023.
Optimal hedging of an informed broker facing many traders Continuous-time incentives in hierarchies.Finance and Stochastics, 27(3):605–661, 2023
Reference 39
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.096034Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation b98962b8-fdac-473f-9817-03df99a1370e · outbound
This paper cites an unresolved cited work.
Optimal hedging of an informed broker facing many traders Unresolved cited work
Reference 40
- Resolution
- unresolved
- raw_fallback, observed 2026-08-07T05:07:59.082765Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 83aeb001-8c32-405f-bd5c-c256139ea31c · outbound
This paper cites an unresolved cited work.
Optimal hedging of an informed broker facing many traders Unresolved cited work
Reference 41
- Resolution
- unresolved
- raw_fallback, observed 2026-08-07T05:07:59.069773Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation c3fa80f8-8be0-424f-9918-8b69851dc431 · outbound
This paper cites Jeux à champ moyen.
Optimal hedging of an informed broker facing many traders Jeux à champ moyen
Reference 42
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.055757Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 82536695-cad3-471e-be9d-37e80b4ca3a1 · outbound
This paper cites Jeux à champ moyen.
Optimal hedging of an informed broker facing many traders Jeux à champ moyen
Reference 43
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.042298Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 016e1611-ed70-428e-9ba8-f85f088b6c65 · outbound
This paper cites Mean field games.Japanese journal of mathematics, 2(1):229–260, 2007.
Optimal hedging of an informed broker facing many traders Mean field games.Japanese journal of mathematics, 2(1):229–260, 2007
Reference 44
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T05:07:55.587188Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 19cbc1b4-c9a8-495d-b34a-47418020fbd6 · outbound
This paper cites Automated Market Making and Loss-Versus-Rebalancing.
Optimal hedging of an informed broker facing many traders Automated Market Making and Loss-Versus-Rebalancing
Reference 45
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T05:07:55.671010Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation e27668ea-1aff-4ed3-8690-d5955f159a13 · outbound
This paper cites Linear quadratic mean field stackelberg differential games.Automatica, 97:200–213, 2018.
Optimal hedging of an informed broker facing many traders Linear quadratic mean field stackelberg differential games.Automatica, 97:200–213, 2018
Reference 46
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.020504Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 26f31400-0785-4497-8579-fad78e5ab8c9 · outbound
This paper cites Muhle-Karbe and K.
Optimal hedging of an informed broker facing many traders Muhle-Karbe and K
Reference 47
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:59.007863Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 787092b7-b27f-4146-99ee-749014120eaf · outbound
This paper cites Pre-hedging.Available at SSRN 4499729, 2023.
Optimal hedging of an informed broker facing many traders Pre-hedging.Available at SSRN 4499729, 2023
Reference 48
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:58.995199Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation e3bd5359-0024-4908-ae8a-51bd1ce6ee55 · outbound
This paper cites Mean field lqg games with mass behavior responsive to a major player.
Optimal hedging of an informed broker facing many traders Mean field lqg games with mass behavior responsive to a major player
Reference 49
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:58.845860Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation a1a95510-69d7-43cc-9ed2-ab666a384325 · outbound
This paper cites an unresolved cited work.
Optimal hedging of an informed broker facing many traders Unresolved cited work
Reference 50
- Resolution
- unresolved
- raw_fallback, observed 2026-08-07T05:07:58.704196Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 202d7466-b74c-4705-9300-a73bb3a62d05 · outbound
This paper cites Nutz and Y.
Optimal hedging of an informed broker facing many traders Nutz and Y
Reference 51
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:58.498701Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation a4fcda7a-8a17-4732-a2b7-57bfe2247c82 · outbound
This paper cites Unwinding stochastic order flow: When to warehouse trades.arXiv preprint arXiv:2310.14144, 2023.
Optimal hedging of an informed broker facing many traders Unwinding stochastic order flow: When to warehouse trades.arXiv preprint arXiv:2310.14144, 2023
Reference 52
- Resolution
- verified exact
- raw_fallback, observed 2026-08-07T05:07:56.703065Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 910b1e02-c326-46eb-b92f-5ba7ba762156 · outbound
This paper cites Liquidation in the face of adversity: stealth vs.
Optimal hedging of an informed broker facing many traders Liquidation in the face of adversity: stealth vs
Reference 53
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:58.300682Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 7afdc9cb-78e5-4874-adc5-f4806d19956f · outbound
This paper cites Fx trade execution: complex and highly fragmented.BIS Quarterly Review, December, 2019.
Optimal hedging of an informed broker facing many traders Fx trade execution: complex and highly fragmented.BIS Quarterly Review, December, 2019
Reference 54
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:58.114093Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation e859be52-6819-47a7-9e5b-ec8d1f847193 · outbound
This paper cites Mean field game theory with a partially observed major agent.SIAM Journal on Control and Optimization, 54(6):3174–3224, 2016.
Optimal hedging of an informed broker facing many traders Mean field game theory with a partially observed major agent.SIAM Journal on Control and Optimization, 54(6):3174–3224, 2016
Reference 55
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T05:07:57.922548Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Pith citing papers
No inbound Pith citation observations are available.