Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103): Difference between revisions
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Revision as of 01:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping for dynamic risk measures with jumps and obstacle problems |
scientific article |
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Optimal stopping for dynamic risk measures with jumps and obstacle problems (English)
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28 October 2015
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dynamic risk measures
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optimal stopping
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reflected backward stochastic differential equations with jumps
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viscosity solution
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comparison principle
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partial integro-differential variational inequality
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