LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847): Difference between revisions
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| Property / author: Qing Zhang / rank | |||
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| Property / author: G. George Yin / rank | |||
Revision as of 03:16, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING |
scientific article |
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LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (English)
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9 June 2011
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optimal control
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state constraint
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selling rule
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regime-switching model
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