Optimal decision for selling an illiquid stock
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Publication:658561
DOI10.1007/s10957-011-9897-0zbMath1251.93017OpenAlexW2073792327MaRDI QIDQ658561
Min Dai, Baojun Bian, Qing Zhang, Yifei Zhong, Li-Shang Jiang
Publication date: 12 January 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9897-0
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Related Items (4)
Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization ⋮ OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK ⋮ A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity ⋮ Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing
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