Hedging options for a large investor and forward-backward SDE's (Q1814742): Difference between revisions
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Revision as of 00:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging options for a large investor and forward-backward SDE's |
scientific article |
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Hedging options for a large investor and forward-backward SDE's (English)
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31 October 1996
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continuous-time financial market model
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linear stochastic differential equations
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forward-backward stochastic differential equation
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forward diffusion
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