Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013): Difference between revisions

@@ Property / author @@
+Jiong-min Yong
@@ Property / author: Jiong-min Yong / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.na.2005.02.035
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@@ Property / OpenAlex ID @@
+W1994984848
@@ Property / OpenAlex ID: W1994984848 / rank @@
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@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Q4350437
@@ Property / cites work: Q4350437 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q3966868
@@ Property / cites work: Q3966868 / rank @@
+Normal rank
@@ Property / cites work @@
+European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio
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@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank