BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs |
scientific article |
Statements
BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (English)
0 references
7 December 2016
0 references
BSDE
0 references
comparison theorem
0 references
arbitrage pricing
0 references
funding costs
0 references
