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Title:
Existence and uniqueness results for multi-dimensional quadratic BSDEs arising from a price impact model with exponential utility

Speaker:
Sergio Pulido Nino

Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405131502-PulidoNino.html

Workshop:
Birs- 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization