The comparison theorem of FBSDE (Q1962156): Difference between revisions

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+Hedging options for a large investor and forward-backward SDE's
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+Solution of forward-backward stochastic differential equations
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+Backward Stochastic Differential Equations in Finance
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Adapted solution of a backward stochastic differential equation
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+Q4266941
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+https://doi.org/10.1016/s0167-7152(98)00239-9
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+W2031340254
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+Publication:1962156