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"stochastic differential equation" » "stochastic differential equations", "stochastic difference equations"

1
by Biais, Bruno, Björk, Thomas, Cvitanic, Jakša, El Karoui, Nicole
Published 1997
Springer Berlin Heidelberg
Table of Contents: ... under constraints -- Non-linear pricing theory and backward stochastic differential equations -- Market...

2
by Cvitanic, Jakša, Zhang, Jianfeng
Published 2013
Springer Berlin Heidelberg
... Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling...