nualart.schoutens:01:backward¶
BibTeX Entry:
@article{nualart.schoutens:01:backward,
author = {Nualart, David and Schoutens, Wim},
doi = {10.2307/3318541},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
issn = {1350-7265},
journal = {Bernoulli},
mrclass = {60H10 (62P05 91B28)},
mrnumber = {1867081},
number = {5},
pages = {761--776},
title = {Backward stochastic differential equations and {F}eynman-{K}ac formula for {L}\'{e}vy processes, with applications in finance},
url = {https://doi.org/10.2307/3318541},
volume = {7},
year = {2001}
}