[下载]Backward Stochastic Differential Equations in Finance

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Backward Stochastic Differential Equations in Finance

N. El Karoui,  S. Peng & M. C. Quenez

很有名的一篇综述文章，共71页。

Abstract
We are concerned with different properties of backward stochastic differential equations and their applications to finance. These equations, first introduced by Pardoux and Peng (1990), are useful for the theory of contingent claim valuation, especially cases with constraints and for the theory of recursive utilities, introduced by Duffie and Epstein (1992a, 1992b).

Keywords: backward stochastic equation, mathematical finance, pricing, hedging portfolios, incomplete market, constrained portfolio, recursive utility, stochastic control, viscosity solution of PDE, Malliavin derivative

能下到的同学自己去http://www.blackwell-synergy.com/loi/mafi下吧。下不到的就买下面的吧。连5块钱都没有的，把email留下面，我回头发给你们。

214759.pdf (645.37 KB, 需要: 5 个论坛币)

2008-5-25 01:06:00 上传

[下载]
需要: 5 个论坛币  [购买]

[此贴子已经被作者于2008-5-25 1:09:37编辑过]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏4 回帖

关键词：Differential Stochastic Different Equations Backward Finance Stochastic Differential Equations Backward

为何解压错误？

以下是引用tw009在2008-5-25 8:07:00的发言：

为何解压错误？

文件没问题啊。是PDF格式，根本没压缩，怎么能解压...