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A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Fu, Guanxing, Shi, Xiaomin, Xu, Zuo Quan
Formato:	Preprint
Publicado:	2024
Materias:	Mathematical Finance Optimization and Control Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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