Optimal execution strategy with an endogenously determined sales period

DOI10.3934/JIMO.2005.1.289MaRDI QIDQ2386609zbMATH OpenOpenAlexFDO

Authors Guibin Lu, Qiying Hu, Youying Zhou, Wuyi Yue

Publication date 1 September 2005

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2005.1.289

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Economic growth models (91B62)

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