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A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Cordoni, Francesco, Di Persio, Luca, Maticiuc, Lucian, Zălinescu, Adrian
Format:	Preprint
Publié:	2016
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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