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