BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715)
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scientific article; zbMATH DE number 6289536
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| English | BSDEs with jumps, optimization and applications to dynamic risk measures |
scientific article; zbMATH DE number 6289536 |
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BSDEs with jumps, optimization and applications to dynamic risk measures (English)
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28 April 2014
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backward stochastic differential equations with jumps
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comparison theorems
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risk measures
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dual representation
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robust optimization
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0.8361352682113647
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0.815879225730896
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0.7962110042572021
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0.7936223745346069
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0.7903844714164734
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