Multi-Dimensional Backward Stochastic Riccati Equations, and Applications

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KOHLMANN, Michael, Shanjian TANG, 2000. Multi-Dimensional Backward Stochastic Riccati Equations, and Applications

@techreport{Kohlmann2000Multi-642, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Multi-Dimensional Backward Stochastic Riccati Equations, and Applications}, year={2000}, number={2000/29}, author={Kohlmann, Michael and Tang, Shanjian} }

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