Forward-Backward Stochastic Differential Equations and their Applications

✍ Scribed by Jin Ma, Jiongmin Yong (auth.)

Publisher: Springer-Verlag Berlin Heidelberg
Year: 2007
Tongue: English
Leaves: 281
Series: Lecture Notes in Mathematics 1702
Edition: 1
Category: Library

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✦ Subjects

Probability Theory and Stochastic Processes; Quantitative Finance

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