scientific article; zbMATH DE number 1778390

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zbMath1008.91056MaRDI QIDQ4544106

Publication date: 11 August 2002

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

zbMATH Keywords

Feynman-Kac formula option contingent claim backward stochastic different equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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