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zbMath1349.60097MaRDI QIDQ2806685

Eduard Rotenstein

Publication date: 18 May 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

quadratic growth financial derivatives forward-backward SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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