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Search: subject:"Feynman-Kac formula"
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Schätztheorie
Feynman-Kac formula
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
-
2019
Persistent link: https://www.econbiz.de/10012149431
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Optimal investment and consumption in a continuous-time co-integration model
Shen, Yang
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
28
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2017
)
4
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pp. 501-530
Persistent link: https://www.econbiz.de/10011845245
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