BSDEs with default jump (Q1733952)

From MaRDI portal
Revision as of 14:03, 26 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
BSDEs with default jump
scientific article

    Statements

    title
    BSDEs with default jump (English)
    0 references
    author
    Roxana Dumitrescu
    0 references
    Miryana Grigorova
    0 references
    Marie-Claire Quenez
    0 references
    Agnès Sulem
    0 references
    publication date
    22 March 2019
    0 references
    zbMATH Keywords
    Brownian motion
    0 references
    exponential semimartingale
    0 references
    European option
    0 references

    Identifiers

    zbMATH DE Number
    7040541
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1733952&oldid=2052552"
      Powered by MediaWiki