Pages that link to "Item:Q459935"

The following pages link to Classical solutions of path-dependent PDEs and functional forward-backward stochastic systems (Q459935):

Displaying 2 items.

• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)