Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data
Year of publication: |
2006
|
---|---|
Authors: | Yin, G. ; Zhang, Q. ; Liu, F. ; Liu, R. H. ; Cheng, Y. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 16.2006, 1, p. 217-236
|
Subject: | Wertpapierhandel | Securities trading | Aktie | Share | Mathematische Optimierung | Mathematical programming | Schätzung | Estimation | Theorie | Theory | USA | United States | 1999-2001 |
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