STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA
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Publication:5472786
DOI10.1111/j.1467-9965.2006.00269.xzbMath1128.91031OpenAlexW2047580188MaRDI QIDQ5472786
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Publication date: 12 June 2006
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00269.x
Numerical methods (including Monte Carlo methods) (91G60) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)
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Cites Work
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