Solving backward stochastic differential equations using the cubature method: Application to nonlinear pricing
Work
Year: 2010
Type: article
Authors Dan Crisan, K. Manolarakis
Institution Imperial College London
Cites:
Cited by: 14
Related to: 10
FWCI: 0.818
Citation percentile (by year/subfield): 88.09
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed