Backward Stochastic Difference Equations with Finite States (Q2909972): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-0348-0097-6_3
+Normal rank
@@ Property / OpenAlex ID @@
+W25823103
@@ Property / OpenAlex ID: W25823103 / rank @@
+Normal rank
@@ Property / cites work @@
+Inf-convolution of risk measures and optimal risk transfer
+Normal rank
@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
+Normal rank
@@ Property / cites work @@
+Solutions of Backward Stochastic Differential Equations on Markov Chains
+Normal rank
@@ Property / cites work @@
+Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
+Normal rank
@@ Property / cites work @@
+A general theory of finite state backward stochastic difference equations
+Normal rank
@@ Property / cites work @@
+Filtration-consistent nonlinear expectations and related \(g\)-expectations
+Normal rank
@@ Property / cites work @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+How to count and guess well: Discrete adaptive filters
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
@@ Property / cites work: VALUATIONS AND DYNAMIC CONVEX RISK MEASURES / rank @@
+Normal rank
@@ Property / cites work @@
+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
+Normal rank
@@ Property / cites work @@
+Numerical method for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
+Normal rank
@@ Property / cites work @@
+Q4657107
@@ Property / cites work: Q4657107 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk measures via \(g\)-expectations
@@ Property / cites work: Risk measures via \(g\)-expectations / rank @@
+Normal rank