Application of BSDE in standard inventory financing loan

DOI10.1155/2017/1031247zbMath1372.91114OpenAlexW2621019853WikidataQ59143071 ScholiaQ59143071MaRDI QIDQ2403874

Wenyu Meng, Hui Zhang, Xiao-Jie Wang, Jian-Wei Zhang

Publication date: 12 September 2017

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/1031247

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

Inventory financing with overconfident supplier based on supply chain contract ⋮ Strategy selection of inventory financing based on overconfident retailer

Cites Work

• Adapted solution of a backward stochastic differential equation
• Backward Stochastic Differential Equations in Finance
• Ambiguity, Risk, and Asset Returns in Continuous Time

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