Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps

✍ Scribed by Quenez, Marie-Claire; Sulem, Agnès

• Book ID: 124143312
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 304 KB
• Volume: 124
• Category: Article
• ISSN: 0304-4149
• DOI: 10.1016/j.spa.2014.04.007