Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density analysis of non-Markovian BSDEs and applications to biology and finance |
scientific article |
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Density analysis of non-Markovian BSDEs and applications to biology and finance (English)
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13 February 2018
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BSDEs
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Malliavin calculus
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Nourdin-Viens' formula
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gene expression
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option pricing
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