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A type of general forward-backward stochastic differential equations and applications · Study

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ArticleA type of general forward-backward stochastic differential equations and applications

Li Chen2011

Article2011

A type of general forward-backward stochastic differential equations and applications

Li Chen · Zhen Wu

26 citations·0/0 files stored·Chinese Annals of Mathematics Series B

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1999Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control 1995Solution of forward-backward stochastic differential equations 1996Hedging options for a large investor and forward-backward SDE's 2012ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1 2009Anticipated backward stochastic differential equations 1997Finding adapted solutions of forward–backward stochastic differential equations: method of continuation 2007A Delayed Black and Scholes Formula 2013Backward Stochastic Differential Equations

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Year2011

Typearticle

Published2011-01-25

VenueChinese Annals of Mathematics Series B

ISSN-L0252-9599

Languageen

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11401-011-0631-x

openalex_workW2014999764

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