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scientific article; zbMATH DE number 1069626
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English | No label defined |
scientific article; zbMATH DE number 1069626 |
Statements
1 November 1998
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backward stochastic differential equation
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existence
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uniqueness
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a priori estimates
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comparison theorem
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wealth process
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forward solution
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optimal control
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European option pricing
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nonlinear convex BSDE
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utility function
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