Necessary and Sufficient Conditions for Positive and Negative Solutions of BSDEs
Necessary and Sufficient Conditions for Positive and Negative Solutions of BSDEs with Continuous Coefficients,徐玉红,,As we know that, in stochastic finance, each pricing mechanism corresponds to a well-defined BSDE. The behaviors of g exert an influence to this mechanism. In some circumstances, t
下载地址
用户评论