Singular forward–backward stochastic differential equations and emissions derivatives

Touzi, Nizar, Espinosa, Gilles-Edouard, Delarue, François, Carmona, René . The Annals of Applied Probability 2013. 23 (3) :1086-1128

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Bibtex

@article{CIS-319288,
  Author = {Touzi, Nizar and Espinosa, Gilles-Edouard and Delarue, François and Carmona, René},
  Title = {Singular forward–backward stochastic differential equations and emissions derivatives},
  Journal = {The Annals of Applied Probability},
  Volume = {23},
  Number = {3},
  Year = {2013},
  Pages = {1086--1128},
  Keywords = {}
}

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