Abstract
We follow N. Touzi (Optimal Stochastic Control, Stochastic Target Problems and Backward SDE, Springer, 2013). We consider a financial market characterized by n assets, whose prices Xi(s) follow the system of equations.
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APA
Bensoussan, A. (2018). Target Problems. In Interdisciplinary Applied Mathematics (Vol. 48, pp. 523–544). Springer Nature. https://doi.org/10.1007/978-3-319-75456-7_18
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