scientific article; zbMATH DE number 5499204
From MaRDI portal
Publication:5506194
zbMath1154.91515MaRDI QIDQ5506194
Ronnie Sircar, Thaleia Zariphopoulou
Publication date: 28 January 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inverse problems for PDEs (35R30) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (3)
A new stochastic factor model: general explicit solutions ⋮ Utility indifference valuation of corporate bond with rating migration risk ⋮ Indifference pricing of credit default swaps in a multi-period model
This page was built for publication: