Selling a large stock position: a stochastic control approach with state constraints
type: Item
instance of: scholarly article
title: Selling a large stock position: a stochastic control approach with state constraints
zbMATH Open document ID: 1140.91406
published in: Communications in Information and Systems
publication date: 2008-08-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.cis/1184963899
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5312326
zbMATH Keywords: optimal control
zbMATH Keywords: state constraint
zbMATH Keywords: selling rule
author: Moustapha Pemy
author: Q. Zhang
author: G. Yin
MaRDI profile type: Publication
OpenAlex ID: W2073307026
DOI: 10.4310/CIS.2007.V7.N1.A5
description: scientific article; zbMATH DE number 5312326