Comparisons for Backward Stochastic Differential Equations on Markov Chains and related no-arbitrage conditions

Author: 

Cohen, S
Elliott, R

Publication Date: 

8 January 2010

Journal: 

Annals of Applied Probability

Last Updated: 

2021-06-07T12:53:52.13+01:00

Volume: 

20

DOI: 

10.1214/09-AAP619

page: 

267-311

Symplectic id: 

352318

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article