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person:"Platen, Eckhard"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~person:"Hackl, Peter"
~person:"La Torre, Davide"
~person:"Sennewald, Ken"
~person:"Wälde, Klaus"
~person:"Zhou, Xun Yu"
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Backward stochastic differentials equation
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Platen, Eckhard
Hackl, Peter
La Torre, Davide
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Wälde, Klaus
Zhou, Xun Yu
Kohlmann, Michael
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
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Zhou, Xun Yu
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1999
Persistent link: https://www.econbiz.de/10001387122
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Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael
;
Zhou, Xun Yu
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1999
Persistent link: https://www.econbiz.de/10001381857
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