Backward Stochastic Differential Equations and Stochastic Controls : a New Perspective

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Backward Stochastic Differential Equations and Stochastic Controls : a New Perspective ; 1999/09
CoFE discussion papers / Zentrum für Finanzen und Ökonometrie ; 1999/09

Classification: Wirtschaft

Creator: Kohlmann, Michael
Zhou, Xun Yu

URN: urn:nbn:de:bsz:352-opus-3188

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:58 AM CEST

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Backward Stochastic Differential Equations and Stochastic Controls : a New Perspective

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Other Objects (12)

Backward Stochastic Differential Equations and Stochastic Controls: A New Perspective

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(Reflected) Backward Stochastic Differential Equations and Contingent Claims

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Infinite time interval backward stochastic differential equations with continuous coefficients

Fully coupled forward-backward stochastic differential equations on Markov chains

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(Reflected) Backward Stochastic Differential Equations and Contingent Claims

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Infinite time interval backward stochastic differential equations with continuous coefficients

Fully coupled forward-backward stochastic differential equations on Markov chains

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