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

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+https://doi.org/10.1016/j.na.2005.02.035
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+W1994984848
@@ Property / OpenAlex ID: W1994984848 / rank @@
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@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
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+Q4039796
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+Continuous exponential martingales and BMO
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Forward-backward stochastic differential equations and their applications
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+European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio
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