TY  - JOUR
AU  - Łukasz Delong
TI  - Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
JO  - Applicationes Mathematicae
PY  - 2012
SP  - 463
EP  - 488
VL  - 39
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am39-4-5/
DO  - 10.4064/am39-4-5
LA  - en
ID  - 10_4064_am39_4_5
ER  -