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Property / DOI: 10.1016/j.spa.2017.06.009 / rank
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Property / arXiv ID: 1602.06101 / rank
 
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Latest revision as of 00:40, 10 December 2024

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Density analysis of non-Markovian BSDEs and applications to biology and finance
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    Density analysis of non-Markovian BSDEs and applications to biology and finance (English)
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    13 February 2018
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    BSDEs
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    Malliavin calculus
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    Nourdin-Viens' formula
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    gene expression
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    option pricing
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