Optimal Security Liquidation Algorithms

• 期刊名称Computational Optimization and Applications
• 作者Sergiy Butenko; Alexander Golodnikov; Stanislav Uryasev
• 卷第32卷
• 印刷ISSN0926-6003
• 电子ISSN1573-2894
• 文件大小1875.12KB
• 发表时间2005-10
• DOI10.1007/s10589-005-2052-9
• 页码9-27