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"A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application ..."

Jinhui Han, Sheung Chi Phillip Yam (2022)

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DOI: 10.1137/21M140609X

access: closed

type: Journal Article

metadata version: 2022-07-25

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Jinhui Han, Sheung Chi Phillip Yam:
A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management. SIAM J. Control. Optim. 60(3): 1193-1222 (2022)

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