Numerical Methods for Approximation of Optimal Liquidation Rules of a Large Block Stock Under a Markov Chain Model
ZHANG Caojin,YIN Gang George, ZHANG Qing
Journal of System Science and Mathematical Science Chinese Series ›› 2017, Vol. 37 ›› Issue (1) : 33-52.
Numerical Methods for Approximation of Optimal Liquidation Rules of a Large Block Stock Under a Markov Chain Model
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