Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653): Difference between revisions
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Revision as of 01:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor |
scientific article |
Statements
Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (English)
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19 December 2011
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FBSDEs
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adapted solutions
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contingent claims
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large investor
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forward-backward stochastic differential equations
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