侵略 发表于 2025-3-28 16:59:26
Back Pain: The Classic Surgeon’s ViewDE in which the terminal condition and the generator depend on the past values of the solution. Next, we consider a reflected BSDE in which the solution is constrained to stay above a barrier. Finally, we deal with a constrained BSDE in which all components of the solution are forced to satisfy a co诱惑 发表于 2025-3-28 20:04:17
Łukasz DelongContains the most recent advances in BSDEs.Applies BSDEs with jumps to insurance and finance.Full notation and results are given, followed by applicationscondemn 发表于 2025-3-28 23:41:57
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978-1-4471-5330-6Springer-Verlag London 2013可忽略 发表于 2025-3-29 12:42:20
http://reply.papertrans.cn/19/1803/180232/180232_46.pngBLANC 发表于 2025-3-29 16:28:25
1869-6929 isk measures. Part III presents some other useful classes of BSDEs and their applications..This book will make BSDEs more accessible to those who are interested in 978-1-4471-5330-6978-1-4471-5331-3Series ISSN 1869-6929 Series E-ISSN 1869-6937comely 发表于 2025-3-29 21:12:43
Linear BSDEs and Predictable Representations of Insurance Payment Processes去掉 发表于 2025-3-30 01:54:19
Arbitrage-Free Pricing, Perfect Hedging and Superhedgingolfction 发表于 2025-3-30 07:17:45
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