Perturbative Expansion of FBSDE in an Incomplete Market...

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Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility

Fujii, Masaaki, Takahashi, Akihiko
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1999137
File:
PDF, 322 KB
english, 2012
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