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Quadratic Backward Stochastic Differential Equations (BSDEs) Driven by a Cont...
International audience -
Some contributions to stochastic control and backward stochastic differential...
In my Phd thesis, I give some stochastic control approaches to some financial problems. In the first chapter, we consider a mixed investment-sell problem. This problem... -
Market viability and martingale measures under partial information
International audience
