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Arrow sufficient conditions for optimality of fully-coupled forward-backward stochastic differential equations with applications to finance

Release time:2019-10-24|Hits:

Affiliation of Author(s):控制科学与工程学院

Journal:Journal of Optimization Theory and Applications

All the Authors:wangguangchen

First Author:wangguangchen

Document Code:lw-159428

Volume:165

Issue:2

Page Number:639

Number of Words:12

Translation or Not:no

Date of Publication:2015-05-01

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