Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996)
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scientific article; zbMATH DE number 6627003
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| English | Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator |
scientific article; zbMATH DE number 6627003 |
Statements
Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (English)
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13 September 2016
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backward stochastic differential equations
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jump-diffusion processes
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Brownian motion
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mathematical finance
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0.93825364
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0.93093747
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0.92734426
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0.91676676
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0.90770227
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0.9076277
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0.90612036
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0.9040563
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0.9039009
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