A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1309.0461 / rank | |||
Normal rank | |||
Revision as of 00:27, 20 April 2024
scientific article; zbMATH DE number 6441875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions |
scientific article; zbMATH DE number 6441875 |
Statements
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (English)
0 references
2 June 2015
0 references
stochastic control
0 references
backward stochastic partial differential equation
0 references
portfolio liquidation
0 references
singular terminal value
0 references
