BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q428525 |
Changed an Item |
||
Property / author | |||
Property / author: Marie-Claire Quenez / rank | |||
Normal rank |
Revision as of 01:14, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | BSDEs with jumps, optimization and applications to dynamic risk measures |
scientific article |
Statements
BSDEs with jumps, optimization and applications to dynamic risk measures (English)
0 references
28 April 2014
0 references
backward stochastic differential equations with jumps
0 references
comparison theorems
0 references
risk measures
0 references
dual representation
0 references
robust optimization
0 references