Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387)
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scientific article; zbMATH DE number 7142347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-Order Stochastic Target Problems with Generalized Market Impact |
scientific article; zbMATH DE number 7142347 |
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Second-Order Stochastic Target Problems with Generalized Market Impact (English)
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11 December 2019
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second-order stochastic target
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generalized market impact
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fully nonlinear parabolic equation
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asymptotic expansion
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