Forward-backward stochastic differential equation: A useful tool for mathematical finance and other related fields
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Publication:698263
zbMATH Open1007.60054MaRDI QIDQ698263
Publication date: 21 October 2002
Published in: Surveys on Mathematics for Industry (Search for Journal in Brave)
stochastic controlbackward stochastic differential equationmathematical financeforward-backward stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
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Title not available (Why is that?) ⋮ Forward-backward stochastic differential equations and their applications
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