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Recent Advances in Backward Stochastic Riccati Equations and their Applications

Recent Advances in Backward Stochastic Riccati Equations and their Applications

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KOHLMANN, Michael, Shanjian TANG, 2000. Recent Advances in Backward Stochastic Riccati Equations and their Applications

@techreport{Kohlmann2000Recen-748, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Recent Advances in Backward Stochastic Riccati Equations and their Applications}, year={2000}, number={2000/30}, author={Kohlmann, Michael and Tang, Shanjian} }

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