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An Asymptotic Expansion for Forward-Backward SDEs : A Malliavin Calculus Approach

An Asymptotic Expansion for Forward-Backward SDEs : A Malliavin Calculus Approach
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2012-10Discussion paper series. CIRJE-FCIRJE-F-865
Other Libraries in Japan
  • Subject HeadingForward-backward Stochastic Differential Equations (FBSDEs) Asymptotic expansio...

Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing

Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing
Digital博士論文
柏原, 聡
Available onlineOther Libraries in Japan
  • Subject HeadingBackward Stochastic Differential Equation Jump-diffusion process Stocha...

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