Dynamic Conic Finance via Backward Stochastic Difference Equations. Bielecki, T. R., Cialenco, I., & Chen, T. SIAM J. Financial Math., 6(1):1068-1122, 2015. Link Paper bibtex @article{journals/siamfm/BieleckiCC15,
added-at = {2015-12-30T00:00:00.000+0100},
author = {Bielecki, Tomasz R. and Cialenco, Igor and Chen, Tao},
biburl = {http://www.bibsonomy.org/bibtex/2e42415dc21bdc4c064be863fc77dbbfd/dblp},
ee = {http://dx.doi.org/10.1137/141002013},
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journal = {SIAM J. Financial Math.},
keywords = {dblp},
number = 1,
pages = {1068-1122},
timestamp = {2016-01-01T11:35:01.000+0100},
title = {Dynamic Conic Finance via Backward Stochastic Difference Equations.},
url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm6.html#BieleckiCC15},
volume = 6,
year = 2015
}
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