A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)

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Strategic trading with information acquisition and long-memory stochastic liquidity ⋮ Dynamic asset-liability management with frictions

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