(Reflected) backward stochastic differential equations and contingent claims

Michael Kohlmann

Year of publication:	1999
Authors:	Kohlmann, Michael
Publisher:	Konstanz : Univ., Center of Finance and Econometrics
Subject:	Analysis \| Mathematical analysis \| Stochastischer Prozess \| Stochastic process \| Kontrolltheorie \| Control theory \| Suchtheorie \| Search theory \| Optionspreistheorie \| Option pricing theory \| Black-Scholes-Modell \| Black-Scholes model \| Theorie \| Theory

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