Pages that link to "Item:Q3145066"
From MaRDI portal
The following pages link to A BSDE Approach to Convex Risk Measures for Derivative Securities (Q3145066):
Displaying 7 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- BSDEs, càdlàg martingale problems, and orthogonalization under basis risk (Q2813078) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- A PDE approach to risk measures of derivatives (Q4541597) (← links)
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)