Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Completeness of security markets and backward stochastic differential equations with unbounded coefficients |
scientific article |
Statements
Completeness of security markets and backward stochastic differential equations with unbounded coefficients (English)
0 references
4 February 2009
0 references
completeness
0 references
backward stochastic differential equations
0 references
exponential super-martingle
0 references
0 references
0 references