A type of general forward-backward stochastic differential equations and applications (Q545411): Difference between revisions

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+A Delayed Black and Scholes Formula
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+Hedging options for a large investor and forward-backward SDE's
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+Solution of forward-backward stochastic differential equations
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+Q3707054
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+Q3159178
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+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
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+Anticipated backward stochastic differential equations
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+Q4266941
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+Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
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+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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