Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578)
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| Language | Label | Description | Also known as |
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| English | Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance |
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Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (English)
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5 June 2015
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forward-backward stochastic differential equation
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arrow sufficient condition
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recursive utility
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risk measure
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filtering
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