Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach (Q4785879)
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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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0.87941366
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0.86367834
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0.86196816
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0.8562734
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0.85538375
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0.8508043
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