Pertubative expansion of FBSDE in an incomplete market with stochastic volatility
Masaaki Fujii; Akihiko Takahashi
| Year of publication: |
2012
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|---|---|
| Authors: | Fujii, Masaaki ; Takahashi, Akihiko |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 26205993. - Vol. 2.2012, 3, p. 1501-1524
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010077879