Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance

From MaRDI portal

(Redirected from Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance)

Jump to:navigation, search

WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Applications_of_time-delayed_backward_stochastic_differential_equations_to_pricing,_hedging_and_portfolio_management_in_insurance_and_finance&oldid=79977209"