Backward stochastic partial differential equations related to utility maximization and hedging
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Publication:2255961
DOI10.1007/s10958-008-9129-9zbMath1393.60070MaRDI QIDQ2255961
Publication date: 18 February 2015
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-008-9129-9
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G80: Financial applications of other theories
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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