BSDEs with default jump

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Date
2016-12Dewey
AnalyseSujet
Backward Stochastic Differential EquationsJournal issue
Computation and Combinatorics in Dynamics, Stochastics and Control - The Abel Symposium 2016Volume
13Publication date
2018Publisher
SpringerCollections
Metadata
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Dumitrescu, Roxana
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Grigorova, Miryana
451421 University of Bielefeld
Quenez, Marie-Claire
Sulem, Agnès
454310 Inria de Paris