BSDEs with default jump (Q1733952)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: BSDEs with default jump |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with default jump |
scientific article |
Statements
BSDEs with default jump (English)
0 references
22 March 2019
0 references
Brownian motion
0 references
exponential semimartingale
0 references
European option
0 references
