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Backward Stochastic Differential Equations in Finance

✍ Scribed by N. El Karoui; S. Peng; M. C. Quenez

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic differential equations in fin

✍ Keith P. Sharp 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 894 KB

Stochastic differential equations in fin

✍ Keith P. Sharp 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 883 KB

Perturbed backward stochastic differenti

✍ Svetlana Janković; Miljana Jovanović; Jasmina Djordjević 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 330 KB

On backward stochastic differential equa

✍ Kunitha, Hiroshi 📂 Article 📅 1982 🏛 Informa UK (Taylor & Francis) ⚖ 517 KB

Backward Stochastic Differential Equatio

✍ N. Lanjri Zaïdi; D. Nualart 📂 Article 📅 2002 🏛 Springer Netherlands 🌐 English ⚖ 115 KB

Stability of backward stochastic differe

✍ Fabio Antonelli 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 473 KB