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(Reflected) Backward Stochastic Differential Equations and Contingent Claims

(Reflected) Backward Stochastic Differential Equations and Contingent Claims

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KOHLMANN, Michael, 1999. (Reflected) Backward Stochastic Differential Equations and Contingent Claims

@techreport{Kohlmann1999Refle-587, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={(Reflected) Backward Stochastic Differential Equations and Contingent Claims}, year={1999}, number={1999/10}, author={Kohlmann, Michael} }

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