A class of stochastic Fredholm-algebraic equations and applications in finance
type: Item
instance of: scholarly article
title: A class of stochastic Fredholm-algebraic equations and applications in finance
zbMATH Open document ID: 1469.60212
author: Zheng Liu
author: Tianxiao Wang
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2021-06-17T00:00:00Z
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7360607
zbMATH Keywords: stochastic Fredholm-algebraic equations
zbMATH Keywords: risk indifference pricing
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: risk minimization problems
MaRDI profile type: Publication
full work available at URL: dcdsb.2020267
OpenAlex ID: W3083356250
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DOI: 10.3934/DCDSB.2020267
description: scientific article; zbMATH DE number 7360607