scientific article; zbMATH DE number 1850755
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Publication:4787899
zbMath1013.60036MaRDI QIDQ4787899
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Publication date: 26 June 2003
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obstacle problemAmerican contingent claimsstopping time problemone-dimensional backward stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)
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