Work

New Developments in Backward Stochastic Riccati Equations and Their Applications

Year: 2001

Type: book-chapter

Source: Birkhäuser Basel eBooks

DOI: 10.1007/978-3-0348-8291-0_19

Authors: Michael Kohlmann, Shanjian Tang

Institutions: University of Konstanz, Fudan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W196003930

FWCI: 5.498

Cites: 44

Cited by: 24

Related to: 10