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]
@article{PemyYZ07,
title = {Selling a large stock position: a stochastic control approach with state constraints},
author = {M. Pemy and G. Yin and Q. Zhang},
year = {2007},
doi = {10.4310/cis.2007.v7.n1.a5},
url = {https://doi.org/10.4310/cis.2007.v7.n1.a5},
researchr = {https://researchr.org/publication/PemyYZ07},
cites = {0},
citedby = {0},
journal = {Commun. Inf. Syst.},
volume = {7},
number = {1},
pages = {93-110},
}