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Liquidation of a large block of stock with regime switching

Pemy, Moustapha; Zhang, Qing; Yin, George - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 629-648

Persistent link: https://www.econbiz.de/10003769023

Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data

Yin, G.; Zhang, Q.; Liu, F.; Liu, R. H.; Cheng, Y. - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 217-236

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Modelling and integration of customer flexibility in the order commitment process for high mix low volume production

Zhang, Q.; Tseng, M. M. - In: International journal of production research 47 (2009) 22, pp. 6397-6416

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Liquidation of a large block of stock

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Evaluating production risks for wheat producers in Beijing

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Convergence to monetary equilibrium : computational simulation of a trading post economy with transaction costs

Xue Hu; Whang, Yu-Jung; Zhang, Qiaoxi - 2010

In the classic Arrow-Debreu model, the existence of money is not accommodated. However, using trading post market segmentation and requiring budget balance in each pair-wise transaction the model can converge to monetary equilibrium. Uniqueness of the common medium of exchange (commodity money)...