Viscosity solution for optimal liquidation problems with randomly-terminated horizon
| Autor: | Yang, Qing-Qing, Ching, Wai-Ki, Gu, Jia-wen, Wong, Tak Kwong, Zhu, Dong-Mei |
|---|---|
| Zdroj: | In Finance Research Letters March 2024 61 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect