Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach (Q4785879): Difference between revisions

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Latest revision as of 17:22, 5 March 2024

scientific article; zbMATH DE number 1848695
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English
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
scientific article; zbMATH DE number 1848695

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    Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach (English)
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    5 January 2003
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    geometric Brownian motion
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    regime change
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    stochastic optimization
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    recursive algorithm
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