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

Author: 

Cohen, S
Elliott, RJ

Journal: 

Annals of Applied Probability

Volume: 

20

Last Updated: 

2017-10-26T12:53:46.84+01:00

page: 

267-311

Symplectic id: 

352318

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article