Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data
G. Yin; Q. Zhang; F. Liu; R. H. Liu; Y. Cheng
| Year of publication: |
2006
|
|---|---|
| Authors: | Yin, G. ; Zhang, Q. ; Liu, F. ; Liu, R. H. ; Cheng, Y. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 16.2006, 1, p. 217-236
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| Subject: | Wertpapierhandel | Securities trading | Aktie | Share | Mathematische Optimierung | Mathematical programming | Schätzung | Estimation | Theorie | Theory | USA | United States | 1999-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003336876