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Comparison theorems for finite state backward stochastic differential equations
Cohen, Samuel N.
;
Elliott, Robert J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 135-158)
.
2010
Persistent link: https://www.econbiz.de/10008749289
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Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
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Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
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pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
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