Ong−evaluations with domains under jump filtration-Reference-Cited by-同舟云学术

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Ong−evaluations with domains under jump filtration

Published:2018-01-02 Issue:1 Volume:36 Page:40-102
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Yao Song¹

Affiliation:

1. Department of Mathematics, University of Pittsburgh, Pittsburgh, USA

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2017.1372782

Reference83 articles.

1. CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP

2. Solutions of BSDE’s with jumps and quadratic/locally Lipschitz generator

3. Coherent Measures of Risk

4. BSDE associated with Lévy processes and application to PDIE

Cited by 1 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

1. p solutions of reflected backward stochastic differential equations with jumps;ESAIM: Probability and Statistics;2020

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