Building Up an Illiquid Stock Position Subject to Expected Fund Availability: Optimal Controls and Numerical Methods
Crossref DOI link: https://doi.org/10.1007/s00245-016-9359-z
Published Online: 2016-04-26
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lu, Xianggang
Yin, George
Zhang, Qing
Zhang, Caojin
Guo, Xianping
Text and Data Mining valid from 2016-04-26