Second-order stochastic target problems with generalized market impact (Q5205387)
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scientific article; zbMATH DE number 7142347
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| English | Second-order stochastic target problems with generalized market impact |
scientific article; zbMATH DE number 7142347 |
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Second-Order Stochastic Target Problems with Generalized Market Impact (English)
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11 December 2019
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second-order stochastic target
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generalized market impact
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fully nonlinear parabolic equation
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asymptotic expansion
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0.7717263102531433
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0.770145058631897
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0.7695420384407043
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0.7656844258308411
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