| dc.contributor.author | Nualart, David | |
| dc.contributor.author | Schoutens, Wim | |
| dc.date.accessioned | 2015-04-13T17:24:40Z | |
| dc.date.available | 2015-04-13T17:24:40Z | |
| dc.date.issued | 2001-10-01 | |
| dc.identifier.citation | 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. | en_US |
| dc.identifier.issn | 1350-7265 | |
| dc.identifier.uri | http://hdl.handle.net/1808/17387 | |
| dc.description | This is the publisher's version, also available electronically from http://www.jstor.org/stable/3318541?origin=crossref&seq=1#page_scan_tab_contents. | en_US |
| dc.description.abstract | See article for abstract. | en_US |
| dc.publisher | Bernoulli Society for Mathematical Statistics and Probability | en_US |
| dc.title | Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes, with Applications in Finance | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.2307/3318541 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
