Kramkov, D., & Pulido, S. (2016). A system of quadratic BSDEs arising in a price impact model. Institute of Mathematical Statistics.
Chicago Style (17th ed.) CitationKramkov, D., and S. Pulido. A System of Quadratic BSDEs Arising in a Price Impact Model. Institute of Mathematical Statistics, 2016.
MLA (9th ed.) CitationKramkov, D., and S. Pulido. A System of Quadratic BSDEs Arising in a Price Impact Model. Institute of Mathematical Statistics, 2016.
Warning: These citations may not always be 100% accurate.