Forward-Backward SDEs driven by L\'evy Processes and Application to Option Pricing (Q3190972)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-Backward SDEs driven by L\'evy Processes and Application to Option Pricing |
scientific article |
Statements
19 September 2014
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forward-backward stochastic differential equations
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FBSDEs
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Lévy processes
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partial integro-differential equation
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option pricing
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math.PR
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