𝔖 Scriptorium
✦   LIBER   ✦

πŸ“

A New Approach to BSDE (Backward Stochastic Differential Equation)

✍ Scribed by Lixing, Jin


Publisher
Oxford University
Year
2011
Tongue
English
Leaves
39
Series
Mathematical Finance Group
Edition
1
Category
Library

⬇  Acquire This Volume

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Stochastic Differential Equations, Backw
✍ Etienne Pardoux, Aurel RΣ‘ΕŸcanu (auth.) πŸ“‚ Library πŸ“… 2014 πŸ› Springer International Publishing 🌐 English

<p><p>This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the re

Stochastic Differential Equations, Backw
✍ Etienne Pardoux, Aurel RΣ‘ΕŸcanu πŸ“‚ Library πŸ“… 2014 πŸ› Springer 🌐 English

<p><span>This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the

Financial Modeling: A Backward Stochasti
✍ StΓ©phane CrΓ©pey (auth.) πŸ“‚ Library πŸ“… 2013 πŸ› Springer-Verlag Berlin Heidelberg 🌐 English

<p><p>Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the cris

Financial modeling: a backward stochasti
✍ CrΓ©pey, StΓ©phane πŸ“‚ Library πŸ“… 2015 πŸ› Springer 🌐 English

"Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. A