BSDEs with default jump

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Date
2016Dewey
AnalyseSujet
Backward Stochastic Differential EquationsConference name
Abelsymposium 2016: Computation and Combinatorics in Dynamics, Stochastics and ControlConference date
08-2016Conference city
RosendalConference country
NorwayAuthor
Elena Celledoni, Giulia Di Nunno, Kurusch Ebrahimi-Fard, Hans Zanna Munthe-KaasPublisher
SpringerPages number
737ISBN
978-3-030-01592-3Book URL
10.1007/978-3-030-01593-0Collections
Metadata
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Dumitrescu, Roxana
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Grigorova, Miryana
418113 Institut für Mathematik [Humboldt]
Quenez, Marie-Claire
542130 Laboratoire de Probabilités, Statistiques et Modélisations [LPSM (UMR_8001)]
Sulem, Agnès
34587 INRIA Rocquencourt