| Autor: |
Negrea, Romeo, Preda, Ciprian, Popa, Ioan Lala |
| Předmět: |
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| Zdroj: |
Annals of the University of Craiova, Economic Sciences Series; 2010, Vol. 2, p1-8, 8p |
| Abstrakt: |
An alternative approach to stochastic calculus for a financial model on some imperfect and unstable financial markets is proposed. Following the most recent instrument for the financial modeling, we study the solvability of a class of forward-backward stochastic differential equations (FBSDE) in the framework of McShane stochastic calculus, in some general hypothesis on the initial value and the coefficient functions. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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