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Multi-dimensional backward stochastic Riccati equations, and applications
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004667350
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Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean variance hedging
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004675771
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Recent advances in backward stochastic Riccati equations and their applications
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004675772