BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715): Difference between revisions

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Latest revision as of 11:38, 8 July 2024

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BSDEs with jumps, optimization and applications to dynamic risk measures
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    BSDEs with jumps, optimization and applications to dynamic risk measures (English)
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    28 April 2014
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    backward stochastic differential equations with jumps
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    comparison theorems
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    risk measures
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    dual representation
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    robust optimization
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