{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,20]],"date-time":"2026-10-20T13:45:45Z","timestamp":1792503945657,"version":"4.5.0"},"posted":{"date-parts":[[2026]]},"group-title":"SSRN","reference-count":0,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2026,1,1]],"date-time":"2026-01-01T00:00:00Z","timestamp":1767225600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"abstract":"<jats:p>We study deterministic optimal execution strategies under the continuous time variant of the permanent\/temporary impact cost framework of Almgren-Chriss [AC] with arrival price benchmark and the transient impact cost framework of Gatheral [G] with volume weighted average price benchmark. For Almgren-Chriss framework we assume non-linear permanent\/temporary impact costs and characterize optimal strategies using variational methods, and distinguish full-horizon liquidation, early completion, and regimes of non-attainment. For Gatheral framework we assume linear transient impact cost with exponential or power-law decay kernel, deterministic polynomial market volume, constant volatility, and derive explicit solutions.<\/jats:p>","DOI":"10.2139\/ssrn.7633699","type":"posted-content","created":{"date-parts":[[2026,10,20]],"date-time":"2026-10-20T13:33:03Z","timestamp":1792503183000},"source":"Crossref","is-referenced-by-count":0,"title":["Optimal Execution Strategies For Various Impact Cost Models"],"prefix":"10.2139","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-3068-7539","authenticated-orcid":true,"given":"Sayanta","family":"Mandal","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"78","container-title":[],"original-title":[],"deposited":{"date-parts":[[2026,10,20]],"date-time":"2026-10-20T13:33:04Z","timestamp":1792503184000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.ssrn.com\/abstract=7633699"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026]]},"references-count":0,"URL":"https:\/\/doi.org\/10.2139\/ssrn.7633699","relation":{},"subject":[],"published":{"date-parts":[[2026]]},"subtype":"preprint"}}