Explicit Solutions of Quadratic FBSDEs Arising From...

Stochastic Analysis and Applications 2015 / 05 Vol. 33; Iss. 3

Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models

Hyndman, Cody, Zhou, Xinghua
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Volume:
33
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2015.1009548
Date:
May, 2015
File:
PDF, 205 KB
english, 2015
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