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Article Dans Une Revue SIAM Journal on Control and Optimization Année : 2019

Dates et versions

hal-01820493 , version 2 (21-06-2018)
hal-01820493 , version 1 (17-12-2019)

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Bruno Bouchard, Grégoire Loeper, Halil Mete Soner, Chao Zhou. Second-Order Stochastic Target Problems with Generalized Market Impact. SIAM Journal on Control and Optimization, 2019, 57 (6), pp.4125-4149. ⟨10.1137/18M1196078⟩. ⟨hal-01820493v1⟩
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