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Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes, with Applications in Finance
Nualart, David Schoutens, Wim
Nualart, David
Schoutens, Wim
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This is the publisher's version, also available electronically from http://www.jstor.org/stable/3318541?origin=crossref&seq=1#page_scan_tab_contents.
Date
2001-10-01
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Bernoulli Society for Mathematical Statistics and Probability
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Nualart, David; Schoutens, Wim. (2001). "Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes, with Applications in Finance." Bernoulli, 7(5):761-776. http://www.dx.doi.org/10.2307/3318541.