LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING
| Year of publication: |
2008
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|---|---|
| Authors: | Pemy, Moustapha ; Zhang, Qing ; Yin, G.George |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 18.2008, 4, p. 629-648
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