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"Selling a large stock position: a stochastic control approach with state ..."

M. Pemy, George Yin, Qing Zhang (2007)

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DOI: 10.4310/CIS.2007.V7.N1.A5

access: closed

type: Journal Article

metadata version: 2021-06-01

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M. Pemy, George Yin, Qing Zhang:
Selling a large stock position: a stochastic control approach with state constraints. Commun. Inf. Syst. 7(1): 93-110 (2007)

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