Q4866103 (Q4866103): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 05:18, 8 February 2024
scientific article; zbMATH DE number 850089
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 850089 |
Statements
18 August 1996
0 references
backward stochastic differential equation
0 references
Brownian motion
0 references
maximum principle for optimal stochastic control
0 references
model for asset pricing in finance
0 references
Feynman-Kac formula
0 references