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

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Affiliation of Author(s):数学学院

Journal:Theory of Probability and Its Applications

First Author:Tianyang NIE

Indexed by:Journal paper

Correspondence Author:Marek RUTKOWSKI

Document Code:lw-183587

Volume:60

Issue:4

Page Number:604

Translation or Not:no

Date of Publication:2016-06-01

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