"A BSDE approach to a class of dependent risk model of mean-variance ..."

Zhongyang Sun, Kam Chuen Yuen, Junyi Guo (2020)

Details and statistics

DOI: 10.1016/J.CAM.2019.112413

access: closed

type: Journal Article

metadata version: 2020-02-20

a service of  Schloss Dagstuhl - Leibniz Center for Informatics