Integrability of exponential process and its application to backward stochastic differential equations (Q4960885)
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scientific article; zbMATH DE number 7193193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrability of exponential process and its application to backward stochastic differential equations |
scientific article; zbMATH DE number 7193193 |
Statements
Integrability of exponential process and its application to backward stochastic differential equations (English)
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24 April 2020
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exponential process
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unbounded coefficients
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linear and Riccati BSDEs
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market completeness
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optimal investment
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