Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility
Sergio Pulido Nino, Video: Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility
Sergio Pulido Nino, Video: Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility
Sergio Pulido Nino, Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video