Financial Modeling: A Backward Stochastic Differential Equations Perspective

By St'ephane Cr'epey. 2013

49 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/fac1c9f06a759b4a4fac4f4aa95dc2c322f6bc71

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. St'ephane Cr'epey
2. Damiano Brigo
3. Tomasz R. Bielecki
4. Agostino Capponi
5. Andrea Pallavicini
6. Monique Jeanblanc
7. Rüdiger Frey
8. Peter A. Forsyth

Citations in the corpus

• Counterparty Risk and Funding: A Tale of Two Puzzles (2014, methodology): “Bibliographic Guidelines Here are the main sources for this book: • for Part I: Crépey and Douady (2013a,2013b) (Chapter 2); the Galilean dialogue in Chapter 1 is essentially original material renewing the Platonic dialogue of Brigo, Morini, and Pallavicini (2013); • for Part II: Bielecki and Crépey”