A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching - 惯性聚合

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A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching

Guanxing Fu, Xiaomin Shi, Zuo Quan Xu · 2024-12-26 · via math.PR updates on arXiv.org

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