"Optimal liquidation with jump-diffusion process."

Qixuan Luo, Can Jia, Handong Li (2021)

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DOI: 10.1504/IJADS.2021.117456

access: closed

type: Journal Article

metadata version: 2022-01-13

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Qixuan Luo, Can Jia, Handong Li:
Optimal liquidation with jump-diffusion process. Int. J. Appl. Decis. Sci. 14(5): 542-564 (2021)

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