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Liquidation of a large block of stock with regime switching
Pemy, Moustapha; Zhang, Qing; Yin, George - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
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Liquidation of a large block of stock
Pemy, M.; Zhang, Q.; Yin, G. - In: Journal of banking & finance 31 (2007) 5, pp. 1295-1305
Persistent link: https://www.econbiz.de/10003461158