"Second-Order Stochastic Target Problems with Generalized Market Impact."

Bruno Bouchard et al. (2019)

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DOI: 10.1137/18M1196078

access: closed

type: Journal Article

metadata version: 2023-11-12

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Bruno Bouchard, Grégoire Loeper, Halil Mete Soner, Chao Zhou:
Second-Order Stochastic Target Problems with Generalized Market Impact. SIAM J. Control. Optim. 57(6): 4125-4149 (2019)

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