Selling a large stock position: a stochastic control approach with state constraints (Q937354)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Selling a large stock position: a stochastic control approach with state constraints |
scientific article; zbMATH DE number 5312326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selling a large stock position: a stochastic control approach with state constraints |
scientific article; zbMATH DE number 5312326 |
Statements
Selling a large stock position: a stochastic control approach with state constraints (English)
0 references
14 August 2008
0 references
optimal control
0 references
state constraint
0 references
selling rule
0 references
