Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation
| Year of publication: |
2012
|
|---|---|
| Authors: | Bouchard, Bruno ; Dang, Ngoc-Minh |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2012, 1, p. 31-72
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