Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
http://epubs.siam.org/doi/pdf/10.1137/S1052623401392901
Reference17 articles.
1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
2. Mathematics of Financial Markets
3. Markov Processes
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