Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494)
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scientific article; zbMATH DE number 6552473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Degenerate backward SPDEs in bounded domains and applications to barrier options |
scientific article; zbMATH DE number 6552473 |
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Degenerate backward SPDEs in bounded domains and applications to barrier options (English)
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9 March 2016
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backward stochastic partial differential equations
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representation theorem
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first exit times
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option pricing
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