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	Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor
	Yin, Juliang
	2011
卷号	135期号:8页码:883
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4455292
专题	暨南大学
作者单位	[1]Jinan Univ, Dept Stat, Guangzhou 510630, Guangdong, Peoples R China
推荐引用方式 GB/T 7714	Yin, Juliang. Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor[J],2011,135(8):883.
APA	Yin, Juliang.(2011).Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor.,135(8),883.
MLA	Yin, Juliang."Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor".135.8(2011):883.

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