The following pages link to Caojin Zhang (Q681934):
Displaying 5 items.
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823) (← links)
- Pollution control for switching diffusion models: approximation methods and numerical results (Q2321079) (← links)
- (Q3132174) (← links)
- Liquidation of a large block stock under a Markov chain model (Q5018029) (← links)