"Generalized stochastic target problems for pricing and partial hedging ..."

Bruno Bouchard, Ngoc-Minh Dang (2013)

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DOI: 10.1007/S00780-012-0198-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Bruno Bouchard, Ngoc-Minh Dang:
Generalized stochastic target problems for pricing and partial hedging under loss constraints - application in optimal book liquidation. Finance Stochastics 17(1): 31-72 (2013)

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