Backward Stochastic Differential Equation on Hedging American Contingent Claims
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Song, R.; Wang, B. Backward Stochastic Differential Equation on Hedging American Contingent Claims. Math. Comput. Appl. 2010, 15, 895-900. https://doi.org/10.3390/mca15050895
Song R, Wang B. Backward Stochastic Differential Equation on Hedging American Contingent Claims. Mathematical and Computational Applications. 2010; 15(5):895-900. https://doi.org/10.3390/mca15050895
Chicago/Turabian StyleSong, Ruili, and Bo Wang. 2010. "Backward Stochastic Differential Equation on Hedging American Contingent Claims" Mathematical and Computational Applications 15, no. 5: 895-900. https://doi.org/10.3390/mca15050895