搜索结果: 1-1 共查到“经济学 Forward-backward stochastic Volterra integral equations”相关记录1条 . 查询时间(0.068 秒)
A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance
Forward-backward stochastic Volterra integral equations Adapted
2010/10/20
This paper formulates and studies a stochastic maximum principle for forward-backward stochastic Volterra integral equations (FBSVIEs in short), while the control area is assumed to be convex. Then a ...