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Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1702)
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Table of contents (9 chapters)
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Front Matter
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Back Matter
About this book
Keywords
- Backward Stochastic Partial Differential Equations
- Black's Consol Rate Conjecture
- Boundary value problem
- Forward-Backward Stochastic Differential Equations
- Four Step Scheme
- Nodal Solutions
- partial differential equation
- quantitative finance
Authors and Affiliations
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Department of Mathematics, Purdue University, 47906-1395, West Lafayette, USA
Jin Ma
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Department of Mathematics, Fudan University, Shanghai, People's Republic of China
Jiongmin Yong
Bibliographic Information
Book Title: Forward-Backward Stochastic Differential Equations and their Applications
Authors: Jin Ma, Jiongmin Yong
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-540-48831-6
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2007
Softcover ISBN: 978-3-540-65960-0Published: 21 June 1999
eBook ISBN: 978-3-540-48831-6Published: 24 April 2007
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XIV, 278
Topics: Analysis, Probability Theory, Mathematics in Business, Economics and Finance