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Our data says that the document:

Marina, di Giacinto ; Tai-Ho, Wang ; Xue, Cheng. (2019) Optimal execution with dynamic risk adjustment.
In: Papers. RePEc:arx:papers:1901.00617.

Full description at Econpapers

cites:

Bernt Øksendal and Agnès Sulem. Maximum principles for optimal control of forwardbackward stochastic differential equations with jumps. SIAM Journal of Control and Optimization, 48(5), pp.2945–2976, 2009.

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