Jiangming Ma, Xiankang Luo. Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay. Complexity, 2021, 2021. [doi]
@article{MaL21b, title = {Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay}, author = {Jiangming Ma and Xiankang Luo}, year = {2021}, doi = {10.1155/2021/8553689}, url = {https://doi.org/10.1155/2021/8553689}, researchr = {https://researchr.org/publication/MaL21b}, cites = {0}, citedby = {0}, journal = {Complexity}, volume = {2021}, }