Open AccessOptimal execution strategy with an endogenously determined sales period
Author(s) -
LU Gui-bin,
Qiying Hu,
Youying Zhou,
Wuyi Yue
Publication year - 2005
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2005.1.289
Subject(s) - market liquidity , asset (computer security) , interval (graph theory) , order (exchange) , business , volume (thermodynamics) , product (mathematics) , constant (computer programming) , microeconomics , monetary economics , computer science , finance , economics , mathematics , physics , geometry , computer security , combinatorics , quantum mechanics , programming language