BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs |
scientific article |
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BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (English)
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7 December 2016
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BSDE
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comparison theorem
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arbitrage pricing
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funding costs
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