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Q4356588 - MaRDI portal

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scientific article; zbMATH DE number 1069626
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English
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scientific article; zbMATH DE number 1069626

    Statements

    author
    Nicole El Karoui
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    Marie-Claire Quenez
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    publication date
    1 November 1998
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    zbMATH Keywords
    backward stochastic differential equation
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    existence
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    uniqueness
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    a priori estimates
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    comparison theorem
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    wealth process
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    forward solution
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    optimal control
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    European option pricing
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    nonlinear convex BSDE
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    utility function
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    60H15
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    91B28
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    zbMATH DE Number
    1069626
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