A system of quadratic BSDEs arising in a price impact model
- 期刊名称The Annals of Applied Probability
- 作者Kramkov, Dmitry; Pulido, Sergio
- 卷第26卷
- 期第2期
- 印刷ISSN1050-5164
- 文件大小208.13KB
- 发表时间2016-04
- DOI10.1214/15-AAP1103
- 页码794-817
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