Work

Backward stochastic differential equations with locally Lipschitz coefficient

Year: 2001

Type: article

Source: Comptes Rendus de l Académie des Sciences - Series I - Mathematics

DOI: 10.1016/s0764-4442(01)02063-8

Author: Khaled Bahlali

Institutions: Centre National de la Recherche Scientifique, Université de Toulon, Centre de Physique Théorique

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W214694538

FWCI: 3.407

Cites: 12

Cited by: 51

Related to: 10