On non-Markovian forward–backward SDEs and backward stochastic PDEs

2012/08/23 by Jin Ma, Hong Yin, Jianfeng Zhang · 7 citations
Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management

paper · doi:10.1016/j.spa.2012.08.002

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