Pages that link to "Item:Q5131411"
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The following pages link to European Options in a Nonlinear Incomplete Market Model with Default (Q5131411):
Displaying 5 items.
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335) (← links)
