The following pages link to (Q4039796):
Displaying 4 items.
- On local linear approximations to diffusion processes (Q642240) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
