Pages that link to "Item:Q5746994"
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The following pages link to Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994):
Displaying 3 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
