Dynamic Conic Finance via Backward Stochastic Difference Equations. Bielecki, T. R., Cialenco, I., & Chen, T. SIAM J. Financial Math., 6(1):1068-1122, 2015.
Dynamic Conic Finance via Backward Stochastic Difference Equations. [link]Link  Dynamic Conic Finance via Backward Stochastic Difference Equations. [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},
  interhash = {4eb81464ec4a3e4196b5b5d8a7082f24},
  intrahash = {e42415dc21bdc4c064be863fc77dbbfd},
  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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