Gechun Liang – författare
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1 produkter
Investment, Consumption and Pricing in Constrained and Unbounded Markets
Av Ying Hu, Gechun Liang m. fl.
Häftad, 2026
720 kr
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The monograph addresses three fundamental issues in a financial market: investment, consumption, and pricing using the cutting-edge quadratic backward stochastic differential equation (BSDE). The book provides an unprecedented systematic application of the theory of quadratic BSDEs to general …