Work

Backward Stochastic Differential Equations

Year: 2015

Type: book-chapter

Source: Probability and its applications

DOI: 10.1007/978-1-4939-2867-5_19

Authors: Samuel N. Cohen, Robert J. Elliott

Institutions: University of Oxford, University of Calgary, The University of Adelaide

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2297863018

FWCI: 3.294

Cites: 27

Cited by: 18

Related to: 10