A multi-dimensional FBSDE with quadratic generator and its applications (Q2806685)
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scientific article; zbMATH DE number 6582138
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multi-dimensional FBSDE with quadratic generator and its applications |
scientific article; zbMATH DE number 6582138 |
Statements
18 May 2016
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forward-backward SDEs
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quadratic growth
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financial derivatives
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0.9294545
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0.90058815
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0.8941355
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0.8931124
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0.8915978
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0.8898352
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0.8873038
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0.8864115
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0.88630086
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A multi-dimensional FBSDE with quadratic generator and its applications (English)
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