Pages that link to "Item:Q653653"

The following pages link to Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653):

Displaying 2 items.

• Edge universality of correlation matrices (Q693745) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)