Second order stochastic target problems with generalized market impact


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Date

2018-06-25

Publication Type

Working Paper

ETH Bibliography

yes

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Publication status

published

Editor

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Journal / series

Volume

Pages / Article No.

1806.08533

Publisher

Cornell University

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Edition / version

Methods

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Organisational unit

03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus) check_circle

Notes

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