| Backward stochastic differential equations in finance | |
| El Karoui, N; Peng, S; Quenez, MC | |
| 刊名 | MATHEMATICAL FINANCE
 |
| 1997 | |
| 卷号 | 7期号:1页码:1-71 |
| 关键词 | backward stochastic equation mathematical finance pricing hedging portfolios incomplete market constrained portfolio recursive utility stochastic control viscosity solution of PDE Malliavin derivative |
| DOI | 10.1111/1467-9965.00022 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6802753 |
| 专题 | 山东大学 |
| 作者单位 | 1.Univ Paris 06, CNRS URA 224, Probabil Lab, Paris, France. 2.Shandong Univ, Math Inst, Jinan 250100, Peoples R China. 3.[ Qu |
| 推荐引用方式 GB/T 7714 | El Karoui, N,Peng, S,Quenez, MC. Backward stochastic differential equations in finance[J]. MATHEMATICAL FINANCE,1997,7(1):1-71. |
| APA | El Karoui, N,Peng, S,&Quenez, MC.(1997).Backward stochastic differential equations in finance.MATHEMATICAL FINANCE,7(1),1-71. |
| MLA | El Karoui, N,et al."Backward stochastic differential equations in finance".MATHEMATICAL FINANCE 7.1(1997):1-71. |
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