Financial modeling : a backward stochastic differential equations perspective

Stéphane Crépey

Year of publication:	2013
Authors:	Crépey, Stéphane
Publisher:	Berlin, Heidelberg : Springer
Subject:	BSDE \| Finanzmathematik \| Mathematical finance \| Analysis \| Mathematical analysis \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| Hedging \| Theorie \| Theory \| Derivat <Wertpapier> \| Preisbildung \| Stochastisches Differentialgleichungssystem \| Simulation
Description of contents:	Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10009770436

A service of the