%0 Journal Article %1 Kohlmann2002 %A Kohlmann, Michael %A Tang, Shanjian %D 2002 %J Stochastic Processes and their Applications %K Backward Riccati equation stochastic %N 2 %P 255--288 %T Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging %U http://www.sciencedirect.com/science/article/B6V1B-44CH1XM-2/1/6c0f4eaa9e099ed594634515fbde62a7 %V 97

@article{Kohlmann2002, added-at = {2008-04-22T14:25:45.000+0200}, author = {Kohlmann, Michael and Tang, Shanjian}, biburl = {https://www.bibsonomy.org/bibtex/294fdf59061e76dc5a8cdc77ee3e78dc4/smicha}, description = {Stochastic Processes and their Applications}, interhash = {3975f781c5405ee858b81ac5425fa456}, intrahash = {94fdf59061e76dc5a8cdc77ee3e78dc4}, journal = {Stochastic Processes and their Applications}, keywords = {Backward Riccati equation stochastic}, month = Feb, number = 2, pages = {255--288}, timestamp = {2008-04-22T14:30:51.000+0200}, title = {Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging}, url = {http://www.sciencedirect.com/science/article/B6V1B-44CH1XM-2/1/6c0f4eaa9e099ed594634515fbde62a7}, volume = 97, year = 2002 }