List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
| Path-dependent BSDEs with jumps and their connection to PPIDEs Stochastics and Dynamics | 2017-08-04 | Paper |
| Feynman-Kac for functional jump diffusions with an application to credit value adjustment Statistics & Probability Letters | 2015-12-01 | Paper |
Research outcomes over time
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