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~person:"Lazgham, Mourad"
~person:"Sah, Nadim"
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Lazgham, Mourad
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A state-constrained stochastic optimal control problem arising in portfolio liquidation
Lazgham, Mourad
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2015
Persistent link: https://www.econbiz.de/10011437748
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Hedging in nonlinear models of illiquid financial markets
Sah, Nadim
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2014
Persistent link: https://www.econbiz.de/10010532759
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