Optimal Liquidation in Target Zone Models and Neumann Problem of Backward SPDEs with Singular Terminal Condition (Q6328535)
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scientific article; zbMATH DE number 900389076
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| English | Optimal Liquidation in Target Zone Models and Neumann Problem of Backward SPDEs with Singular Terminal Condition |
scientific article; zbMATH DE number 900389076 |
Statements
5 November 2019
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math.OC
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