BSDEs with polynomial growth generators in a defaultable market (Q488680)
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scientific article; zbMATH DE number 6390617
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| English | BSDEs with polynomial growth generators in a defaultable market |
scientific article; zbMATH DE number 6390617 |
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BSDEs with polynomial growth generators in a defaultable market (English)
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26 January 2015
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backward stochastic differential equation
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defaultable market
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polynomial growth generator
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default time
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default process
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