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Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiß, Markus, (2000)
BSDES with stochastic Lipschitz condition
Bender, Christian, (2000)
Mathematical finance
Kohlmann, Michael, (2001)
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging
Kohlmann, Michael, (2000)
Multi-dimensional backward stochastic Riccati equations, and applications