Second order stochastic target problems with generalized market impact

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Date
2019Dewey
Probabilités et mathématiques appliquéesSujet
stochastic target problems; general market impactsJournal issue
SIAM Journal on Control and OptimizationPublication date
2019Article pages
27Publisher
SIAM - Society for Industrial and Applied MathematicsForthcoming
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Bouchard, Bruno
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Loeper, Grégoire
status unknown
Soner, Halil Mete
Zhou, Chao
141319 Department of Mathematics [Singapore]