Liquidation of a large block stock under a Markov chain model (Q5018029)
From MaRDI portal
scientific article; zbMATH DE number 7449340
Language | Label | Description | Also known as |
---|---|---|---|
English | Liquidation of a large block stock under a Markov chain model |
scientific article; zbMATH DE number 7449340 |
Statements
Liquidation of a large block stock under a Markov chain model (English)
0 references
17 December 2021
0 references
stock liquidation
0 references
Markov chain model
0 references
optimal selling rule
0 references
state constraint
0 references