Optimal portfolio liquidation in target zone models and catalytic superprocesses

DOI:	https://doi.org/10.1007/s00780-015-0280-0
URL:	https://arxiv.org/abs/1504.06031
Additional URL:	http://www.bachelier-paris.fr/london-paris-bacheli...
Document Type:	Article
Year of publication:	2016
The title of a journal, publication series:	Finance and Stochastics
Volume:	20
Issue number:	2
Page range:	495-509
Place of publication:	Berlin
Publishing house:	Springer
ISSN:	0949-2984 , 1432-1122
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Neuman, Eyal ; Schied, Alexander

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