Second-order stochastic target problems with generalized market impact

Keyphrases

• Parabolic Equation 100%
• Market Impact 100%
• Stochastic Target Problems 100%
• Asymptotic Expansion 50%
• Smooth Solution 50%
• Hedging Strategy 50%
• Optim 50%
• Abstract Model 50%
• Priori Estimates 50%
• Dual Formulation 50%
• Super-hedging Prices 50%
• Verifcation 50%
• Fully Nonlinear Parabolic Equations 50%

Mathematics

• Parabolic Equation 100%
• Stochastic Order 100%
• Regularization 33%
• Stochastics 33%
• Asymptotic Expansion 33%
• Hedging Strategy 33%
• Priori Estimate 33%