Article citationsMore>>

Nualart, D. and Schoutens, W. (2001) Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes with Applications in Finance. Bernoulli, 7, 761-776.

has been cited by the following article:

Follow SCIRP
Twitter Facebook Linkedin Weibo
Contact us
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Copyright © 2006-2023 Scientific Research Publishing Inc. All Rights Reserved.