Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013)
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scientific article; zbMATH DE number 5502832
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| English | Completeness of security markets and backward stochastic differential equations with unbounded coefficients |
scientific article; zbMATH DE number 5502832 |
Statements
Completeness of security markets and backward stochastic differential equations with unbounded coefficients (English)
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4 February 2009
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completeness
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backward stochastic differential equations
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exponential super-martingle
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0.9555875062942504
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0.7914583683013916
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0.7686604261398315
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0.7604002356529236
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