BSDEs with default jump (Q1733952)
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scientific article; zbMATH DE number 7040541
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BSDEs with default jump |
scientific article; zbMATH DE number 7040541 |
Statements
BSDEs with default jump (English)
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22 March 2019
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Brownian motion
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exponential semimartingale
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European option
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0.8234020471572876
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0.8140233755111694
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0.8120071291923523
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0.7894870042800903
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