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Liquidation of a large block of stock with regime switching
Pemy, Moustapha, (2008)
LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING
Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22 - 26, 2003, Snowbird, Utah
Yin, George, (2004)