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Bellman equation for an optimal stock liquidation model with stochastic market impact
Bellman equation for an optimal stock liquidation model with stochastic market impact
Bellman equation for an optimal stock liquidation model with stochastic market impact
Bian, Baojun (author) / Li, Chunye (author) / Hu, Shuntai (author) / Xu, Hong-Kun (author)
Journal of nonlinear and convex analysis ; 17 ; 1031-1049
2016-01-01
19 pages
Article (Journal)
English
DDC:
515.7248
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