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zbMath1213.91093MaRDI QIDQ3509035

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Publication date: 1 July 2008

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zbMATH Keywords

BSDE assessed interest rate liability reserve

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators

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