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"Selling a large stock position: a stochastic control approach with state ..."
M. Pemy, George Yin, Qing Zhang (2007)
- M. Pemy, George Yin, Qing Zhang:
Selling a large stock position: a stochastic control approach with state constraints. Commun. Inf. Syst. 7(1): 93-110 (2007)
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