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"Stability and Analytic Expansions of Local Solutions of Systems of ..."
Dmitry Kramkov, Sergio Pulido (2016)
- 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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