Backward Stochastic Differential Equation and its Application in Finance
碩士 === 國立臺灣大學 === 數學研究所 === 89 === We will consider the Backward Stochastic Differential Equations and their applications in the financial models. The BSDEs were introduced by Pardoux and Peng, 1990 and the financial models were developed for a long time since Black and Scholes, 1973. In...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67567770849044808791 |