BSDEs with default jump (Q1733952): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2566237626 / rank | |||
Normal rank | |||
Latest revision as of 19:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with default jump |
scientific article |
Statements
BSDEs with default jump (English)
0 references
22 March 2019
0 references
Brownian motion
0 references
exponential semimartingale
0 references
European option
0 references
