LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847): Difference between revisions

@@ Property / author @@
+Qing Zhang
@@ Property / author: Qing Zhang / rank @@
+Normal rank
@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2008.00351.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2167875773
@@ Property / OpenAlex ID: W2167875773 / rank @@
+Normal rank
@@ Property / cites work @@
+Capital Market Equilibrium with Personal Tax
@@ Property / cites work: Capital Market Equilibrium with Personal Tax / rank @@
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@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
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@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal selling rules in a regime switching model
@@ Property / cites work: Optimal selling rules in a regime switching model / rank @@
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@@ Property / cites work @@
+A ``maximum principle for semicontinuous functions'' applicable to integro-partial differential equations
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+Optimal stock liquidation in a regime switching model with finite time horizon
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+Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
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+STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA
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+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
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+Verification theorems within the framework of viscosity solutions
+Normal rank