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Imperfect markets and backward stochastic differential equations
El Karoui, Nicole; Quenez, M. C. - In: Numerical methods in finance, (pp. 181-214). 2008
Persistent link: https://www.econbiz.de/10003723941
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Reflected backward SDEs and American options
El Karoui, Nicole; Pardoux, E.; Quenez, M. C. - In: Numerical methods in finance, (pp. 215-231). 2008
Persistent link: https://www.econbiz.de/10003723943