Building Up an Illiquid Stock Position Subject to Expected Fund Availability: Optimal Controls and Numerical Methods
Lu, Xianggang, Yin, George, Zhang, Qing, Zhang, Caojin, Guo, XianpingLanguage:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-016-9359-z
Date:
April, 2016
File:
PDF, 748 KB
english, 2016