Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238)
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scientific article; zbMATH DE number 5789634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Estimation for FBSDEs Models with Applications in Finance |
scientific article; zbMATH DE number 5789634 |
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Nonparametric Estimation for FBSDEs Models with Applications in Finance (English)
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21 September 2010
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asymptotic properties
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backward stochastic differential equations
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forward-backward stochastic differential equations
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local linear estimators
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Markov
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