Optimal Decision for Selling an Illiquid Stock

• Main Authors: Bian, B., Dai, M., Jiang, L., Zhang, Q., Zhong, Y.
• 其他作者: MATHEMATICS
• 格式: Article
• 出版: 2014
• 主題: Optimal control; Selling rule; State constraint
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/103869
• 機構: National University of Singapore

10.1007/s10957-011-9897-0