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Q5453070 - MaRDI portal

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scientific article; zbMATH DE number 5259920
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scientific article; zbMATH DE number 5259920

    Statements

    publication date
    4 April 2008
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    zbMATH Keywords
    backward stochastic differential equation
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    \(g\)-expectations
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    optimal stopping
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    snell envelope
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    author
    Guo-Qing Zhao
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    Identifiers

    zbMATH DE Number
    5259920
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