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

Jiangming Ma, Xiankang Luo (2021)

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DOI: 10.1155/2021/8553689

access: open

type: Journal Article

metadata version: 2022-02-14

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  dblp key:
  - journals/complexity/MaL21b
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  - 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)

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