Liquidation of a large block stock under a Markov chain model (Q5018029)
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scientific article; zbMATH DE number 7449340
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Liquidation of a large block stock under a Markov chain model |
scientific article; zbMATH DE number 7449340 |
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Liquidation of a large block stock under a Markov chain model (English)
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17 December 2021
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stock liquidation
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Markov chain model
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optimal selling rule
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state constraint
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0.9282752871513368
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0.871996283531189
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0.8590628504753113
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0.8383955359458923
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0.8293028473854065
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