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Viability of moving sets for stochastic differential equation
4 references·0 citing·15 second hop
Viability of moving sets for stochastic differential equation (2002)Viability of moving sets for stochastic d…Viability property for a backward stochastic differential equation and applications to partial differential equations (2000)Viability property for a back…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Backward Stochastic Differential Equations in Finance (1997)Backward Stochastic Different…Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Br…Adapted solution of a backward stochastic differential equation (1990)On the comparison theorem for multidimensional BSDEs (2006)Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections (2013)Backward Stochastic Differential Equations (2014)The Pricing of Options and Corporate Liabilities (1973)Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Backward stochastic differential equations and partial differential equations with quadratic growth (2000)Theory of rational option pricing (2005)Brownian Motion and Stochastic Calculus (2007)Partial Differential Equations (2010)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 1991Continuous Martingales and Brownian Motion1,957 cited
  • 2000Viability property for a backward stochastic differential equation and applications to partial differential equations70 cited

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