金融モデリング：後退確率微分方程式（BSDE）の視点
Financial Modeling
A Backward Stochastic Differential Equations Perspective
Springer Finance / Springer Finance Textbooks
Crépey, S.
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Provites a unique, BSDE-based perspective on financial modeling and computational finance areas as for example on the pricing and hedging theory, across all asset classes.