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zbMath1389.91134MaRDI QIDQ3132174

Caojin Zhang, G. George Yin, Qing Zhang

Publication date: 29 January 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergence state constraint Markov chain approximation optimal selling rule stock liquidation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80) Portfolio theory (91G10)

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