Singular forward-backward stochastic differential equations and emissions derivatives
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Publication:1950264
DOI10.1214/12-AAP865zbMath1276.60070arXiv1210.5773MaRDI QIDQ1950264
Nizar Touzi, François Delarue, Gilles-Edouard Espinosa, René A. Carmona
Publication date: 10 May 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.5773
Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)
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