Statistics and Risk Management
Article
Dos Reis,G;Dos Reis,RJN
STOCHASTICS AND DYNAMICS
2013
13
4
1350005
10.1142/s0219493713500056
A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE
NOVA Math > NOVA Math > NOVA Math Publications > A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE