Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference30 articles.
1. Alvarez O., Lasry J.-M., Lions P.-L.: Convex viscosity solutions and state constraints. J. Math. Pures Appl. 76, 265–288 (1997)
2. Briand P., Coquet F., Hu Y., Mémin J., Peng S.: A converse comparison theorem for BSDEs and related properties of g-expectation. Electron. Commun. Probab. 5, 101–117 (2000)
3. Barrieu, P., El Karoui, N.: Pricing, hedging and optimally designing derivatives via minimization of risk measures. In: Carmona, R. (ed.) Volume on Indifference Pricing (preprint). Princeton University Press, New Jersey (2005, to appear)
4. Buckdahn R., Quincampoix M., Răşcanu A.: Viability property for a backward stochastic differential equations and applications to partial differential equations. Probab. Theory Relat. Fields 116, 485–504 (2000)
5. Chen Z., Epstein L.: Ambiguity, risk andasset returns in continuous time. Econometrica 70, 1403–1443 (2002)
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献