✦ LIBER ✦
Forward–backward SDEs with random terminal time and applications to pricing special European-type options for a large investor
✍ Scribed by Juliang Yin
- Book ID
- 113509512
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- French
- Weight
- 148 KB
- Volume
- 135
- Category
- Article
- ISSN
- 0007-4497
No coin nor oath required. For personal study only.