Open AccessBackward Stochastic Differential Equations Driven by Levy Noise with Applications in Finance
Author(s) -
Luca Di Persio,
E. Scandola
Publication year - 2013
Publication title -
mìždisciplìnarnì doslìdžennâ skladnih sistem
Language(s) - English
Resource type - Journals
eISSN - 2415-3761
pISSN - 2307-4515
DOI - 10.31392/2307-4515/2013-3.1
Subject(s) - stochastic differential equation , lipschitz continuity , mathematical finance , interpretation (philosophy) , brownian motion , mathematical economics , lévy process , mathematics , noise (video) , black–scholes model , type (biology) , point (geometry) , computer science , econometrics , economics , finance , mathematical analysis , statistics , geometry , artificial intelligence , image (mathematics) , programming language , volatility (finance) , ecology , biology