Pages that link to "Item:Q937354"
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The following pages link to Selling a large stock position: a stochastic control approach with state constraints (Q937354):
Displaying 5 items.
- Sell or hold: A simple two-stage stochastic combinatorial optimization problem (Q435735) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)