scientific article

Publication date: 9 February 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

backward stochastic differential equations illiquidity inf-convolution non-tradable risk

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming (90C39) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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