Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Completeness of security markets and backward stochastic differential equations with unbounded coefficients |
scientific article |
Statements
Completeness of security markets and backward stochastic differential equations with unbounded coefficients (English)
0 references
4 February 2009
0 references
completeness
0 references
backward stochastic differential equations
0 references
exponential super-martingle
0 references
