Selling a large stock position: a stochastic control approach with state constraints

M. Pemy, G. Yin, Q. Zhang. Selling a large stock position: a stochastic control approach with state constraints. Commun. Inf. Syst., 7(1):93-110, 2007. [doi]

Authors

M. Pemy

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G. Yin

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Q. Zhang

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