Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q2271729 |
||
| Property / author | |||
| Property / author: Marie-Amélie Morlais / rank | |||
Revision as of 11:40, 1 March 2024
scientific article; zbMATH DE number 6288382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule |
scientific article; zbMATH DE number 6288382 |
Statements
Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (English)
0 references
25 April 2014
0 references
quadratic growth
0 references
conditional \(g\)-expectation
0 references
Doob-Meyer decomposition
0 references
dynamic convex risk measure
0 references
