Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194)
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scientific article
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| English | Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps |
scientific article |
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Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (English)
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2 September 2014
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backward stochastic differential equations (BSDEs)
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reflected backward stochastic differential equations
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\(g\)-conditional expectation
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jump processes
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optimal stopping
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dynamic risk measures
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game problems
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0.8727135062217712
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0.8572465777397156
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0.8361352682113647
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0.8149412274360657
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0.8009231686592102
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