Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103)
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scientific article; zbMATH DE number 6499437
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| English | Optimal stopping for dynamic risk measures with jumps and obstacle problems |
scientific article; zbMATH DE number 6499437 |
Statements
Optimal stopping for dynamic risk measures with jumps and obstacle problems (English)
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28 October 2015
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dynamic risk measures
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optimal stopping
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reflected backward stochastic differential equations with jumps
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viscosity solution
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comparison principle
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partial integro-differential variational inequality
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0.8727135062217712
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0.8388962149620056
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0.8182511925697327
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0.8013272285461426
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0.7996668815612793
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