A class of stochastic Fredholm-algebraic equations and applications in finance
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Publication:2033771
DOI10.3934/dcdsb.2020267zbMath1469.60212OpenAlexW3083356250MaRDI QIDQ2033771
Publication date: 17 June 2021
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2020267
backward stochastic differential equationsrisk indifference pricingrisk minimization problemsstochastic Fredholm-algebraic equations
Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Stochastic integral equations (60H20)
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