%0 Journal Article
%T Optimal portfolio execution with a Markov chain approximation approach
%A Chen, Jingnan
%A Feng, Liming
%A Peng, Jiming
%A Zhang, Yu
%J IMA Journal of Management Mathematics
%V 34
%N 1
%P 165-186
%@ 1471-678X
%D 2021-08-16
%I Oxford University Press
%~ DeepDyve