"Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear ..."

Jiangming Ma, Xiankang Luo (2021)

> Home

Details and statistics

DOI: 10.1155/2021/8553689

access: open

type: Journal Article

metadata version: 2024-08-22

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/complexity/MaL21b
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/complexity/MaL21b
Jiangming Ma, Xiankang Luo:
Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay. Complex. 2021: 8553689:1-8553689:12 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.