Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (Q2819094)
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scientific article; zbMATH DE number 6630539
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| English | Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model |
scientific article; zbMATH DE number 6630539 |
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28 September 2016
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backward stochastic differential equations
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stability
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asymptotic behavior
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liquidity
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price impact
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0.9290956
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0.8962324
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0.89373165
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0.87862253
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0.87844497
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0.87494665
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0.87492365
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0.8714036
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0.86996484
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0.8698113
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Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (English)
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