Selling a large stock position: a stochastic control approach with state constraints (Q937354)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selling a large stock position: a stochastic control approach with state constraints |
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Selling a large stock position: a stochastic control approach with state constraints (English)
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14 August 2008
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optimal control
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state constraint
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selling rule
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