J. Bao, A. Belu, Y. Gershon, Y. J. Liu, G. Yin, Q. Zhang. Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates. Commun. Inf. Syst., 7(2):111-132, 2007. [doi]
@article{BaoBGLYZ07,
title = {Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates},
author = {J. Bao and A. Belu and Y. Gershon and Y. J. Liu and G. Yin and Q. Zhang},
year = {2007},
doi = {10.4310/cis.2007.v7.n2.a1},
url = {https://doi.org/10.4310/cis.2007.v7.n2.a1},
researchr = {https://researchr.org/publication/BaoBGLYZ07},
cites = {0},
citedby = {0},
journal = {Commun. Inf. Syst.},
volume = {7},
number = {2},
pages = {111-132},
}