A Forward Backward SDEs Approach to Pricing in Carbon Markets (Mathematics of Planet Earth)

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Pages: 110, Edition: 1st ed. 2017, Paperback, Springer

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Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance Series)

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Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics Book 1702)

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Hereditary Models of Dynamic Processes in Geospheres (Mathematics Planet Earth, 12)

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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)

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