scientific article; zbMATH DE number 1066453

Marie-Claire Quenez, Nicole El Karoui

Publication date: 25 November 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

backward stochastic differential equations arbitrage pricing financial mathematics hedging portfolio

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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