OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK
From MaRDI portal
Publication:5121205
DOI10.11948/2015040zbMath1448.91282MaRDI QIDQ5121205
Yi Fu, Jizhou Zhang, Baojun Bian
Publication date: 11 September 2020
Published in: Journal of Applied Analysis & Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11948/2015040
91G80: Financial applications of other theories
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
91G15: Financial markets
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