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Article Dans Une Revue Stochastic Processes and their Applications Année : 2016

Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting

Alexandre Popier
T. Kruse
  • Fonction : Auteur

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hal-01639645 , version 1 (20-11-2017)

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Alexandre Popier, T. Kruse. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting. Stochastic Processes and their Applications, 2016, 126 (9), pp.2554 - 2592. ⟨10.1016/j.spa.2016.02.010⟩. ⟨hal-01639645⟩
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