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A local limit theorem for solutions of BSDEs with Mao’s non-Lipschitz generator
Work
Year: 2008
Type: article
Source: Acta Mathematicae Applicatae Sinica English Series
Authors Yu-chun Liu, Long Jiang, Yingying Xu
Institutions China University of Mining and Technology, Fudan University
Cites: 4
Cited by: 5
Related to: 10
FWCI: 0.572
Citation percentile (by year/subfield): 69.33
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed