scientific article; zbMATH DE number 5209785

zbMath1127.60063MaRDI QIDQ5425125

Dianfa Chen, Jianfen Feng

Publication date: 8 November 2007

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

zbMATH Keywords

no arbitragebackward stochastic differential equationrisk neutral measuremarket prices of riskfoward measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)