Optimal Design of Dynamic Default Risk Measures (Q4903036): Difference between revisions

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+Solutions of Backward Stochastic Differential Equations on Markov Chains
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+A general theory of finite state backward stochastic difference equations
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+The Representation of Martingales of Jump Processes
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+Stochastic finance. An introduction in discrete time
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+Adapted solution of a backward stochastic differential equation
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+Backward Stochastic Differential Equations for a Single Jump Process
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