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A multi-dimensional FBSDE with quadratic generator and its applications Cover

A multi-dimensional FBSDE with quadratic generator and its applications

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică
Volume 23 (2015): Issue 2 (June 2015)
By: Eduard Rotenstein  
Open Access
|Apr 2017
DOI: https://doi.org/10.1515/auom-2015-0038 | Journal eISSN: 1844-0835 | Journal ISSN: 1224-1784
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Language: English
Page range: 213 - 222
Submitted on: Dec 1, 2013
Accepted on: Feb 1, 2014
Published on: Apr 22, 2017
Published by: Ovidius University of Constanta
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Forward-backward SDEs,
Quadratic growth,
Financial derivatives
Related subjects:
Mathematics,
General mathematics

© 2017 Eduard Rotenstein, published by Ovidius University of Constanta
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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