Arrow Sufficient Conditions for Optimality of Fully Coupled Forward–Backward Stochastic Differential Equations with Applications to Finance |
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Authors: | Guangchen Wang Hua Xiao |
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Affiliation: | 1. School of Control Science and Engineering, Shandong University, Jinan, 250061, China 2. School of Mathematics and Statistics, Shandong University, Weihai, 264209, China
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