Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model |
scientific article |
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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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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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