Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013)
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scientific article; zbMATH DE number 5502832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Completeness of security markets and backward stochastic differential equations with unbounded coefficients |
scientific article; zbMATH DE number 5502832 |
Statements
Completeness of security markets and backward stochastic differential equations with unbounded coefficients (English)
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4 February 2009
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completeness
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backward stochastic differential equations
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exponential super-martingle
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