山东大学教师主页聂天洋 BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs Home

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BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs

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Institution:数学学院

Title of Paper:BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs

Journal:Theory of Probability and Its Applications

First Author:Tianyang NIE

Correspondence Author:Marek RUTKOWSKI

Document Code:lw-183587

Volume:60

Issue:4

Page Number:604

Translation or Not:No

Date of Publication:2016-06

Release Time:2019-10-24

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