Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting |
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Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (English)
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8 August 2016
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backward stochastic differential equations
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minimal supersolutions
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optimal stochastic control problem
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portfolio liquidation
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singular terminal condition
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