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BSDE's, Clark-Ocone formula, and Feynman-Kac formula for Lévy processes

  • D. Nualart
  • , W. Schoutens

Research output: Book/ReportReportAcademic

181 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages16
Publication statusPublished - 2000

Publication series

NameReport Eurandom
Volume2000032
ISSN (Print)1389-2355

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