Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194): Difference between revisions

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+Backward stochastic differential equations and integral-partial differential equations
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+Optimal stopping for dynamic convex risk measures
@@ Property / cites work: Optimal stopping for dynamic convex risk measures / rank @@
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+Optimal stopping for non-linear expectations. I
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+Dynamic risk measures: Time consistency and risk measures from BMO martingales
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+Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
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+Q5294265
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+Optimal stopping for dynamic risk measures with jumps and obstacle problems
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+Q3925594
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4357646
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+Reflected backward stochastic differential equation with jumps and RCLL obstacle
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+Stochastic Finance
@@ Property / cites work: Stochastic Finance / rank @@
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+Reflected backward stochastic differential equation with jumps and random obstacle
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+Q3992729
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+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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+Dynamic utility-based good deal bounds
@@ Property / cites work: Dynamic utility-based good deal bounds / rank @@
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+Optimal stopping time problem in a general framework
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+Reflected backward stochastic differential equations with jumps
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@@ Property / cites work @@
+Q4657107
@@ Property / cites work: Q4657107 / rank @@
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@@ Property / cites work @@
+Backward stochastic differential equations with jumps and related nonlinear expectations
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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