STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA-DAY DATA
Year of publication: |
2006
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Authors: | Yin, G. ; Zhang, Q. ; Liu, F. ; Liu, R. H. ; Cheng, Y. |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 16.2006, 1, p. 217-236
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Publisher: |
Wiley Blackwell |
Saved in:
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