Backward Stochastic Difference Equations with Finite States

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Publication:2909972

DOI10.1007/978-3-0348-0097-6_3zbMath1254.60055OpenAlexW25823103MaRDI QIDQ2909972

Robert J. Elliott, Samuel N. Cohen

Publication date: 7 September 2012

Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0097-6_3




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