Curve following in illiquid markets (Q1932555)
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scientific article; zbMATH DE number 6127195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Curve following in illiquid markets |
scientific article; zbMATH DE number 6127195 |
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Curve following in illiquid markets (English)
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20 January 2013
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stochastic maximum principle
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convex analysis
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fully coupled forward backward stochastic differential equations
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trading in illiquid markets
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C02
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C61
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