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LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING
Pemy, Moustapha
;
Zhang, Qing
;
Yin, G. George
- In:
Mathematical Finance
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10005023770
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2
STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA-DAY DATA
Yin, G.
;
Zhang, Q.
;
Liu, F.
;
Liu, R. H.
;
Cheng, Y.
- In:
Mathematical Finance
16
(
2006
)
1
,
pp. 217-236
Persistent link: https://www.econbiz.de/10005193390
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