Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor

From MaRDI portal

(Redirected from Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor)

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=Forward-backward_SDEs_with_random_terminal_time_and_applications_to_pricing_special_European-type_options_for_a_large_investor&oldid=63349383"