Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017): Difference between revisions

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English	Existence and uniqueness results for BSDE with jumps: the whole nine yards	scientific article

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scholarly article

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Existence and uniqueness results for BSDE with jumps: the whole nine yards (English)

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zbMATH Open document ID

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10.1214/18-EJP240

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Antonis Papapantoleon

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Dylan Possamaï

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Alexandros Saplaouras

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Electronic Journal of Probability

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publication date

14 February 2019

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full work available at URL

https://arxiv.org/abs/1607.04214

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https://projecteuclid.org/euclid.ejp/1545102139

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

bsdes

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processes with jumps

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stochastically discontinuous martingales

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random time horizon

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stochastic Lipschitz generator

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MaRDI profile type

MaRDI publication profile

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CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP

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