Work

Backward Stochastic Differential Equations

Year: 2013

Type: book-chapter

Source: Chapman & Hall/CRC eBooks

DOI: 10.1201/b16332-12

Authors: Julien Guyon, Pierre Henry-Labordere

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W639984306

FWCI: 35.67

Cites:

Cited by: 159

Related to: 10