Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114): Difference between revisions
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Revision as of 03:20, 20 March 2024
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| Language | Label | Description | Also known as |
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| English | Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle |
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Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (English)
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17 February 2020
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path-dependent backward stochastic Volterra integral equation
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jump diffusion
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path-differentiability
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duality principle
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comparison theorem
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functional Itô formula
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dynamic coherent risk measure
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