Stochastic Processes and their Applications · 2010 · 28 citations · 15 references
Natural SciencesMathematicsPhysicsDynamical SystemsMathematical PhysicsStochastic ProcessesBrownian MotionInfinite-horizon Markov Decision ProcessesTime IntegrationEvent HorizonsFinite Horizon ControlInfinite-horizon Bellman Equations
15
Backward Stochastic Differential Equations in Finance
Nicole El Karoui, Shigē Péng, M.C. Quenez · Mathematical Finance · 1997 · 2.4K citations
Engineering, Economics, Finance +10