篇名:Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes, with Applications in Finance
作者:David Nualart and Wim Schoutens
出版社:Bernoulli, Vol. 7, No. 5 (Oct., 2001), pp. 761-776
电子链接:http://www.jstor.org/pss/3318541



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