BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715): Difference between revisions
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Revision as of 03:22, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with jumps, optimization and applications to dynamic risk measures |
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BSDEs with jumps, optimization and applications to dynamic risk measures (English)
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28 April 2014
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backward stochastic differential equations with jumps
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comparison theorems
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risk measures
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dual representation
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robust optimization
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