Mean-field BSDEs with jumps and dual representation for global risk measures
-
Published:2023
Issue:1
Volume:8
Page:33-52
-
ISSN:2095-9672
-
Container-title:Probability, Uncertainty and Quantitative Risk
-
language:
-
Short-container-title:PUQR
Author:
Chen Rui, ,Dumitrescu Roxana,Minca Andreea,Sulem Agnès, , ,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Statistics and Probability,Applied Mathematics,Statistics, Probability and Uncertainty