No label defined (Q6123687)
From MaRDI portal
scientific article; zbMATH DE number 7828115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7828115 |
Statements
8 April 2024
0 references
backward stochastic differential equations (BSDEs)
0 references
Black-Scholes differential equations
0 references
Feynman-Kac theorem
0 references
multi-asset option
0 references
partial differential equations (PDEs)
0 references
0 references
