No label defined (Q4356588)

From MaRDI portal
scientific article; zbMATH DE number 1069626
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 1069626

    Statements

    0 references
    0 references
    1 November 1998
    0 references
    backward stochastic differential equation
    0 references
    existence
    0 references
    uniqueness
    0 references
    a priori estimates
    0 references
    comparison theorem
    0 references
    wealth process
    0 references
    forward solution
    0 references
    optimal control
    0 references
    European option pricing
    0 references
    nonlinear convex BSDE
    0 references
    utility function
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references