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"Recursive Algorithms for Stock Liquidation: A Stochastic Optimization ..."

Gang George Yin, R. H. Liu, Qing Zhang (2002)

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DOI: 10.1137/S1052623401392901

access: closed

type: Journal Article

metadata version: 2020-06-08

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  - https://dblp.org/rec/journals/siamjo/YinLZ02
Gang George Yin, R. H. Liu, Qing Zhang:
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach. SIAM J. Optim. 13(1): 240-263 (2002)

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