Work

Non-linear pricing theory and backward stochastic differential equations

Year: 1997

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0092001

Authors: N. El Karoui, M.C. Quenez

Institutions: Centre National de la Recherche Scientifique, Université Pierre-et-Marie-Curie, Université Paris-Est Marne-la-Vallée

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W33873526

FWCI: 13.39

Cites: 67

Cited by: 150

Related to: 10