Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay.

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Bibliographic Details
Title:	Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay.
Authors:	Ma, Jiangming¹ (AUTHOR), Luo, Xiankang² (AUTHOR)
Source:	Complexity. 9/2/2021, p1-12. 12p.
Database:	Mathematics Source

Description
ISSN:	10762787
DOI:	10.1155/2021/8553689