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Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications

Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications
Paper図書
René CarmonaSociety for Industrial and Applied Mathematicsc2016
Other Libraries in Japan

Financial mathematics

Financial mathematics
Paper図書
Society for Industrial and Applied Mathematics2016
Other Libraries in Japan
  • Related MaterialLectures on BSDEs, stochastic control, and stochastic differential games with financial applications Rough volatility

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