Terminal-Dependent Statistical Inferences for FBSDE (Q5416840)
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scientific article; zbMATH DE number 6295671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Terminal-Dependent Statistical Inferences for FBSDE |
scientific article; zbMATH DE number 6295671 |
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Terminal-Dependent Statistical Inferences for FBSDE (English)
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15 May 2014
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forward-backward stochastic differential equation
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integral form equation
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semiparametric estimation
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terminal control variable
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terminal-dependency
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