Optimal Decision for Selling an Illiquid Stock

Optimal Decision for Selling an Illiquid Stock

10.1007/s10957-011-9897-0

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Bibliographic Details
Main Authors: Bian, B., Dai, M., Jiang, L., Zhang, Q., Zhong, Y.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Optimal control
Selling rule
State constraint
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103869
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/103869

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