Pages that link to "Item:Q389072"
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The following pages link to A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072):
Displaying 14 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- A functional Itō-formula for Dawson-Watanabe superprocesses (Q2066966) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Markovian integral equations (Q2179235) (← links)
- A note on costs minimization with stochastic target constraints (Q2183107) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
