Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
Reference40 articles.
1. Stochastic heat equation with random coefficients,;E. Alós;Probability Theory and Related Fields,1999
2. Static replication of barrier options: Some general results,;L. Andersen;J. Comput. Finance,2000
3. White noise driven parabolic SPDEs with measurable drift,;V. Bally;Journal of Functional Analysis,1994
4. A first-order BSPDE for swing option pricing,;C. Bender;Mathematical Finance,2014
5. Exponentially stable stationary solutions for stochastic evolution equations and their perturbation,;T. Caraballo;Appl. Math. Optim.,2004
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献