"Dynamic Conic Finance via Backward Stochastic Difference Equations."

Tomasz R. Bielecki, Igor Cialenco, Tao Chen (2015)

Details and statistics

DOI: 10.1137/141002013

access: closed

type: Journal Article

metadata version: 2022-08-02

a service of  Schloss Dagstuhl - Leibniz Center for Informatics