A Functional Approach to FBSDEs and Its Application in Optimal Portfolios (2010)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1011.4499
Publication URI: http://arxiv.org/pdf/1011.4499v1.pdf
Type: Journal Article/Review
Parent Publication: arXiv e-prints