Pages that link to "Item:Q265658"
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The following pages link to Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658):
Displaying 8 items.
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- Option returns (Q6134137) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
