Ma, J., & Luo, X. Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay. Wiley.
Chicago Style (17th ed.) CitationMa, Jiangming, and Xiankang Luo. Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay. Wiley.
MLA (9th ed.) CitationMa, Jiangming, and Xiankang Luo. Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay. Wiley.
Warning: These citations may not always be 100% accurate.