Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:26, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density analysis of non-Markovian BSDEs and applications to biology and finance |
scientific article |
Statements
Density analysis of non-Markovian BSDEs and applications to biology and finance (English)
0 references
13 February 2018
0 references
BSDEs
0 references
Malliavin calculus
0 references
Nourdin-Viens' formula
0 references
gene expression
0 references
option pricing
0 references
