Caojin Zhang

Available identifiers

zbMath Open zhang.caojinMaRDI QIDQ681934

List of research outcomes

Publication	Date of Publication	Type
A constrained stochastic control problem with application to an illiquid stock position build-up	2024-07-05	Paper
Liquidation of a large block stock under a Markov chain model	2021-12-17	Paper
Pollution control for switching diffusion models: approximation methods and numerical results	2019-08-28	Paper
Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods	2018-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q3132174	2018-01-29	Paper
Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications	2017-11-16	Paper

Research outcomes over time

This page was built for person: Caojin Zhang