"Stability and Analytic Expansions of Local Solutions of Systems of ..."

Dmitry Kramkov, Sergio Pulido (2016)

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DOI: 10.1137/15M1035859

access: closed

type: Journal Article

metadata version: 2017-05-17

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Dmitry Kramkov, Sergio Pulido:
Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model. SIAM J. Financial Math. 7(1): 567-587 (2016)

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