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Financial modeling: a backward stochastic differential equations perspective
| Autor principal: | |
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| Lenguaje: | eng |
| Publicado: |
Springer
2013
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-37113-4 http://cds.cern.ch/record/1559370 |
| _version_ | 1780930626706210816 |
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| author | Crépey, Stéphane |
| author_facet | Crépey, Stéphane |
| author_sort | Crépey, Stéphane |
| collection | CERN |
| id | cern-1559370 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2013 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-15593702021-04-21T22:35:37Zdoi:10.1007/978-3-642-37113-4http://cds.cern.ch/record/1559370engCrépey, StéphaneFinancial modeling: a backward stochastic differential equations perspectiveMathematical Physics and MathematicsSpringeroai:cds.cern.ch:15593702013 |
| spellingShingle | Mathematical Physics and Mathematics Crépey, Stéphane Financial modeling: a backward stochastic differential equations perspective |
| title | Financial modeling: a backward stochastic differential equations perspective |
| title_full | Financial modeling: a backward stochastic differential equations perspective |
| title_fullStr | Financial modeling: a backward stochastic differential equations perspective |
| title_full_unstemmed | Financial modeling: a backward stochastic differential equations perspective |
| title_short | Financial modeling: a backward stochastic differential equations perspective |
| title_sort | financial modeling: a backward stochastic differential equations perspective |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-3-642-37113-4 http://cds.cern.ch/record/1559370 |
| work_keys_str_mv | AT crepeystephane financialmodelingabackwardstochasticdifferentialequationsperspective |