Maticiuc, Lucian
Maticiuc, Lucian
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A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance
2020-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca; Maticiuc, Lucian; Zalinescu, Adrian
Time-delayed generalized BSDEs
2024-01-01 Di Persio, Luca; Garbelli, Matteo; Maticiuc, Lucian; Zălinescu, Adrian
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance | 1-gen-2020 | Cordoni, Francesco Giuseppe; DI PERSIO, Luca; Maticiuc, Lucian; Zalinescu, Adrian | |
Time-delayed generalized BSDEs | 1-gen-2024 | Di Persio, Luca; Garbelli, Matteo; Maticiuc, Lucian; Zălinescu, Adrian |