A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A class of stochastic Fredholm-algebraic equations and applications in finance
scientific article

    Statements

    A class of stochastic Fredholm-algebraic equations and applications in finance (English)
    0 references
    0 references
    0 references
    17 June 2021
    0 references
    stochastic Fredholm-algebraic equations
    0 references
    risk indifference pricing
    0 references
    backward stochastic differential equations
    0 references
    risk minimization problems
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references