G. Yin

Wayne State University - Department of Mathematics

Detroit, MI 48202

United States

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Stock Liquidation Via Stochastic Approximation Using NASDAQ Daily and Intra-Day Data

Mathematical Finance, Vol. 16, No. 1, pp. 217-236, January 2006
Number of pages: 20 Posted: 21 Jun 2006
Wayne State University - Department of Mathematics, University of Georgia - Department of Mathematics, Wayne State University - Department of Mathematics, University of Dayton - Department of Mathematics and Wayne State University - Department of Mathematics
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