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Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bouchard, Bruno
;
Dang, Ngoc-minh
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Finance and stochastics
17
(
2013
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
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Stochastic target games and dynamic programming via regularized viscosity solutions
Bouchard, Bruno
;
Nutz, Marcel
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 109-124
Persistent link: https://www.econbiz.de/10011448306
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