期刊名称：Annals of the University of Craiova: Economic Sciences Series
印刷版ISSN：1223-365X
电子版ISSN：1843-3723
出版年度：2010
卷号：2
页码：1-8
语种：English
出版社：Universitaria Craiova
摘要：An alternative approach to stochastic calculus for a financial model on some imperfect and unstable financial markets is proposed.Following the most recent instrument for the financial modeling,we study the solvability of a class of forward-backward stochastic differential equations (FBSDE) in the framework of McShane stochastic calculus,in some general hypothesis on the initial value and the coefficient functions.
