2 results
Reflected Backward SDEs and American Options
-
-
- Book:
- Numerical Methods in Finance
- Published online:
- 05 June 2012
- Print publication:
- 26 June 1997, pp 215-231
-
- Chapter
- Export citation
Imperfect Markets and Backward Stochastic Differential Equations
-
-
- Book:
- Numerical Methods in Finance
- Published online:
- 05 June 2012
- Print publication:
- 26 June 1997, pp 181-214
-
- Chapter
- Export citation