Pavel Levin

St John's University

Adjunct Associate Professor, Dept of Mathematics and Computer Sciences

8000 Utopia Pkwy

Queens, NY 11439

United States

http://https://www.linkedin.com/in/pavel-levin-ph-d-09846637/

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    • Tel: 1-718-990-6285
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Forward Backward Stochastic Model of Financial Asset Pricing with Idiosyncratic Noise

Number of pages: 26 Posted: 03 Jun 2021
Pavel Levin
St John's University
Downloads 54 (566,752)

Abstract:

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Marginal investor behavior, Forward-backward stochastic differential equation, Market equilibrium, Bond pricing, Derivative pricing, Neural network with idiosyncratic noise.