Author:
chassagneux jean-françois,Yang Mohan
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference32 articles.
1. Singular forward-backward stochastic differential equations and emissions derivatives;R Carmona;The Annals of Applied Probability,2013
2. Singular FBSDEs and scalar conservation laws driven by diffusion processes;R Carmona;Probability Theory and Related Fields,2013
3. Risk-neutral pricing of financial instruments in emission markets: a structural approach;S Howison;SIAM Journal on Financial Mathematics,2012
4. Time discretization and markovian iteration for coupled fbsdes;C Bender;The Annals of Applied Probability,2008
5. Convergence of the deep bsde method for coupled fbsdes;J Han;Probability, Uncertainty and Quantitative Risk,2020