@phdthesis{zhou:pastel-00771437, TITLE = {{MODEL UNCERTAINTY IN FINANCE AND SECOND ORDER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS}}, AUTHOR = {Zhou, Chao}, URL = {https://pastel.hal.science/pastel-00771437}, SCHOOL = {{Ecole Polytechnique X}}, YEAR = {2012}, MONTH = Oct, KEYWORDS = {INCERTITUDE SUR LES MODELS ; MAXIMISATION D'UTILITE ROBUSTE ; EDS RETROGRADES DU SECOND ORDRE ; EDP COMPLETEMENT NON-LINEAIRE ; CROISSANCE QUADRATIQUE ; EDSR REFLECHIES DU SECOND ORDRE ; EDSR DU SEDONDRE ORDRE AVEC SAUTS ; MATHEMATIQUES FINANCIERES}, TYPE = {Theses}, PDF = {https://pastel.hal.science/pastel-00771437/file/Thesis_ZHOU_Chao_Pastel.pdf}, HAL_ID = {pastel-00771437}, HAL_VERSION = {v1}, }